NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 9,045 9,115 70 0.8% 8,835
High 9,170 9,170 0 0.0% 9,130
Low 9,040 9,050 10 0.1% 8,620
Close 9,165 9,080 -85 -0.9% 9,125
Range 130 120 -10 -7.7% 510
ATR 139 138 -1 -1.0% 0
Volume 40 5,157 5,117 12,792.5% 23,600
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,460 9,390 9,146
R3 9,340 9,270 9,113
R2 9,220 9,220 9,102
R1 9,150 9,150 9,091 9,125
PP 9,100 9,100 9,100 9,088
S1 9,030 9,030 9,069 9,005
S2 8,980 8,980 9,058
S3 8,860 8,910 9,047
S4 8,740 8,790 9,014
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 10,488 10,317 9,406
R3 9,978 9,807 9,265
R2 9,468 9,468 9,219
R1 9,297 9,297 9,172 9,383
PP 8,958 8,958 8,958 9,001
S1 8,787 8,787 9,078 8,873
S2 8,448 8,448 9,032
S3 7,938 8,277 8,985
S4 7,428 7,767 8,845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,170 8,785 385 4.2% 160 1.8% 77% True False 4,409
10 9,170 8,620 550 6.1% 155 1.7% 84% True False 4,540
20 9,170 8,410 760 8.4% 150 1.6% 88% True False 4,848
40 9,170 8,200 970 10.7% 114 1.3% 91% True False 3,299
60 9,635 8,200 1,435 15.8% 77 0.9% 61% False False 2,200
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,680
2.618 9,484
1.618 9,364
1.000 9,290
0.618 9,244
HIGH 9,170
0.618 9,124
0.500 9,110
0.382 9,096
LOW 9,050
0.618 8,976
1.000 8,930
1.618 8,856
2.618 8,736
4.250 8,540
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 9,110 9,088
PP 9,100 9,085
S1 9,090 9,083

These figures are updated between 7pm and 10pm EST after a trading day.

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