NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 8,890 8,710 -180 -2.0% 9,000
High 8,890 8,830 -60 -0.7% 9,000
Low 8,670 8,690 20 0.2% 8,670
Close 8,720 8,810 90 1.0% 8,810
Range 220 140 -80 -36.4% 330
ATR 142 142 0 -0.1% 0
Volume 3,879 3,306 -573 -14.8% 18,579
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,197 9,143 8,887
R3 9,057 9,003 8,849
R2 8,917 8,917 8,836
R1 8,863 8,863 8,823 8,890
PP 8,777 8,777 8,777 8,790
S1 8,723 8,723 8,797 8,750
S2 8,637 8,637 8,784
S3 8,497 8,583 8,772
S4 8,357 8,443 8,733
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,817 9,643 8,992
R3 9,487 9,313 8,901
R2 9,157 9,157 8,871
R1 8,983 8,983 8,840 8,905
PP 8,827 8,827 8,827 8,788
S1 8,653 8,653 8,780 8,575
S2 8,497 8,497 8,750
S3 8,167 8,323 8,719
S4 7,837 7,993 8,629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,000 8,670 330 3.7% 145 1.6% 42% False False 3,715
10 9,170 8,670 500 5.7% 157 1.8% 28% False False 4,037
20 9,170 8,555 615 7.0% 144 1.6% 41% False False 4,399
40 9,170 8,200 970 11.0% 132 1.5% 63% False False 3,867
60 9,635 8,200 1,435 16.3% 92 1.0% 43% False False 2,578
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,425
2.618 9,197
1.618 9,057
1.000 8,970
0.618 8,917
HIGH 8,830
0.618 8,777
0.500 8,760
0.382 8,744
LOW 8,690
0.618 8,604
1.000 8,550
1.618 8,464
2.618 8,324
4.250 8,095
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 8,793 8,801
PP 8,777 8,792
S1 8,760 8,783

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

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