NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 8,820 8,625 -195 -2.2% 8,810
High 8,830 8,630 -200 -2.3% 8,840
Low 8,605 8,430 -175 -2.0% 8,605
Close 8,630 8,475 -155 -1.8% 8,630
Range 225 200 -25 -11.1% 235
ATR 135 140 5 3.4% 0
Volume 4,496 5,257 761 16.9% 16,835
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,112 8,993 8,585
R3 8,912 8,793 8,530
R2 8,712 8,712 8,512
R1 8,593 8,593 8,493 8,553
PP 8,512 8,512 8,512 8,491
S1 8,393 8,393 8,457 8,353
S2 8,312 8,312 8,438
S3 8,112 8,193 8,420
S4 7,912 7,993 8,365
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 9,397 9,248 8,759
R3 9,162 9,013 8,695
R2 8,927 8,927 8,673
R1 8,778 8,778 8,652 8,735
PP 8,692 8,692 8,692 8,670
S1 8,543 8,543 8,609 8,500
S2 8,457 8,457 8,587
S3 8,222 8,308 8,566
S4 7,987 8,073 8,501
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,840 8,430 410 4.8% 132 1.6% 11% False True 3,940
10 8,980 8,430 550 6.5% 139 1.6% 8% False True 3,750
20 9,170 8,430 740 8.7% 147 1.7% 6% False True 4,002
40 9,170 8,200 970 11.4% 145 1.7% 28% False False 4,418
60 9,635 8,200 1,435 16.9% 105 1.2% 19% False False 2,946
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 17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,480
2.618 9,154
1.618 8,954
1.000 8,830
0.618 8,754
HIGH 8,630
0.618 8,554
0.500 8,530
0.382 8,507
LOW 8,430
0.618 8,307
1.000 8,230
1.618 8,107
2.618 7,907
4.250 7,580
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 8,530 8,635
PP 8,512 8,582
S1 8,493 8,528

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

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