NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 9,115 9,075 -40 -0.4% 9,125
High 9,170 9,090 -80 -0.9% 9,170
Low 9,050 8,940 -110 -1.2% 8,940
Close 9,080 9,015 -65 -0.7% 9,015
Range 120 150 30 25.0% 230
ATR 138 139 1 0.6% 0
Volume 5,157 4,135 -1,022 -19.8% 15,780
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,465 9,390 9,098
R3 9,315 9,240 9,056
R2 9,165 9,165 9,043
R1 9,090 9,090 9,029 9,053
PP 9,015 9,015 9,015 8,996
S1 8,940 8,940 9,001 8,903
S2 8,865 8,865 8,988
S3 8,715 8,790 8,974
S4 8,565 8,640 8,933
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,732 9,603 9,142
R3 9,502 9,373 9,078
R2 9,272 9,272 9,057
R1 9,143 9,143 9,036 9,093
PP 9,042 9,042 9,042 9,016
S1 8,913 8,913 8,994 8,863
S2 8,812 8,812 8,973
S3 8,582 8,683 8,952
S4 8,352 8,453 8,889
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,170 8,805 365 4.0% 169 1.9% 58% False False 4,359
10 9,170 8,620 550 6.1% 155 1.7% 72% False False 4,308
20 9,170 8,410 760 8.4% 152 1.7% 80% False False 4,710
40 9,170 8,200 970 10.8% 117 1.3% 84% False False 3,403
60 9,635 8,200 1,435 15.9% 80 0.9% 57% False False 2,269
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,728
2.618 9,483
1.618 9,333
1.000 9,240
0.618 9,183
HIGH 9,090
0.618 9,033
0.500 9,015
0.382 8,997
LOW 8,940
0.618 8,847
1.000 8,790
1.618 8,697
2.618 8,547
4.250 8,303
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 9,015 9,055
PP 9,015 9,042
S1 9,015 9,028

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

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