NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 9,075 9,000 -75 -0.8% 9,125
High 9,090 9,000 -90 -1.0% 9,170
Low 8,940 8,870 -70 -0.8% 8,940
Close 9,015 8,935 -80 -0.9% 9,015
Range 150 130 -20 -13.3% 230
ATR 139 139 0 0.3% 0
Volume 4,135 3,171 -964 -23.3% 15,780
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,325 9,260 9,007
R3 9,195 9,130 8,971
R2 9,065 9,065 8,959
R1 9,000 9,000 8,947 8,968
PP 8,935 8,935 8,935 8,919
S1 8,870 8,870 8,923 8,838
S2 8,805 8,805 8,911
S3 8,675 8,740 8,899
S4 8,545 8,610 8,864
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 8,870 300 3.4% 130 1.5% 22% False True 3,790
10 9,170 8,620 550 6.2% 155 1.7% 57% False False 4,255
20 9,170 8,460 710 7.9% 145 1.6% 67% False False 4,577
40 9,170 8,200 970 10.9% 120 1.3% 76% False False 3,482
60 9,635 8,200 1,435 16.1% 82 0.9% 51% False False 2,322
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 23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,553
2.618 9,340
1.618 9,210
1.000 9,130
0.618 9,080
HIGH 9,000
0.618 8,950
0.500 8,935
0.382 8,920
LOW 8,870
0.618 8,790
1.000 8,740
1.618 8,660
2.618 8,530
4.250 8,318
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 8,935 9,020
PP 8,935 8,992
S1 8,935 8,963

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

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