NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 8,845 8,890 45 0.5% 9,125
High 8,895 8,890 -5 -0.1% 9,170
Low 8,815 8,670 -145 -1.6% 8,940
Close 8,875 8,720 -155 -1.7% 9,015
Range 80 220 140 175.0% 230
ATR 136 142 6 4.4% 0
Volume 3,458 3,879 421 12.2% 15,780
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,420 9,290 8,841
R3 9,200 9,070 8,781
R2 8,980 8,980 8,760
R1 8,850 8,850 8,740 8,805
PP 8,760 8,760 8,760 8,738
S1 8,630 8,630 8,700 8,585
S2 8,540 8,540 8,680
S3 8,320 8,410 8,660
S4 8,100 8,190 8,599
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 9,090 8,670 420 4.8% 147 1.7% 12% False True 3,881
10 9,170 8,670 500 5.7% 154 1.8% 10% False True 4,145
20 9,170 8,510 660 7.6% 142 1.6% 32% False False 4,521
40 9,170 8,200 970 11.1% 128 1.5% 54% False False 3,784
60 9,635 8,200 1,435 16.5% 90 1.0% 36% False False 2,523
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 9,825
2.618 9,466
1.618 9,246
1.000 9,110
0.618 9,026
HIGH 8,890
0.618 8,806
0.500 8,780
0.382 8,754
LOW 8,670
0.618 8,534
1.000 8,450
1.618 8,314
2.618 8,094
4.250 7,735
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 8,780 8,825
PP 8,760 8,790
S1 8,740 8,755

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

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