NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 9,000 8,930 -70 -0.8% 9,125
High 9,000 8,980 -20 -0.2% 9,170
Low 8,870 8,825 -45 -0.5% 8,940
Close 8,935 8,860 -75 -0.8% 9,015
Range 130 155 25 19.2% 230
ATR 139 140 1 0.8% 0
Volume 3,171 4,765 1,594 50.3% 15,780
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,353 9,262 8,945
R3 9,198 9,107 8,903
R2 9,043 9,043 8,889
R1 8,952 8,952 8,874 8,920
PP 8,888 8,888 8,888 8,873
S1 8,797 8,797 8,846 8,765
S2 8,733 8,733 8,832
S3 8,578 8,642 8,818
S4 8,423 8,487 8,775
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 8,825 345 3.9% 137 1.5% 10% False True 3,453
10 9,170 8,620 550 6.2% 149 1.7% 44% False False 4,163
20 9,170 8,460 710 8.0% 139 1.6% 56% False False 4,537
40 9,170 8,200 970 10.9% 123 1.4% 68% False False 3,601
60 9,635 8,200 1,435 16.2% 85 1.0% 46% False False 2,401
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9,639
2.618 9,386
1.618 9,231
1.000 9,135
0.618 9,076
HIGH 8,980
0.618 8,921
0.500 8,903
0.382 8,884
LOW 8,825
0.618 8,729
1.000 8,670
1.618 8,574
2.618 8,419
4.250 8,166
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 8,903 8,958
PP 8,888 8,925
S1 8,874 8,893

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

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