NIKKEI 225 Index Future (Globex) September 2012

Trading Metrics calculated at close of trading on 24-Jul-2012

Day Change Summary
	Previous	Current
	23-Jul-2012	24-Jul-2012	Change	Change %	Previous Week
Open	8,625	8,490	-135	-1.6%	8,810
High	8,630	8,520	-110	-1.3%	8,840
Low	8,430	8,375	-55	-0.7%	8,605
Close	8,475	8,405	-70	-0.8%	8,630
Range	200	145	-55	-27.5%	235
ATR	140	140	0	0.3%	0
Volume	5,257	5,419	162	3.1%	16,835

Daily Pivots for day following 24-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	8,868	8,782	8,485
R3	8,723	8,637	8,445
R2	8,578	8,578	8,432
R1	8,492	8,492	8,418	8,463
PP	8,433	8,433	8,433	8,419
S1	8,347	8,347	8,392	8,318
S2	8,288	8,288	8,379
S3	8,143	8,202	8,365
S4	7,998	8,057	8,325

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	8,375	465	5.5%	144	1.7%	6%	False	True	4,304
10	8,895	8,375	520	6.2%	138	1.6%	6%	False	True	3,815
20	9,170	8,375	795	9.5%	143	1.7%	4%	False	True	3,989
40	9,170	8,200	970	11.5%	148	1.8%	21%	False	False	4,553
60	9,550	8,200	1,350	16.1%	106	1.3%	15%	False	False	3,037

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	15
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,136
2.618	8,900
1.618	8,755
1.000	8,665
0.618	8,610
HIGH	8,520
0.618	8,465
0.500	8,448
0.382	8,431
LOW	8,375
0.618	8,286
1.000	8,230
1.618	8,141
2.618	7,996
4.250	7,759

Fisher Pivots for day following 24-Jul-2012
Pivot	1 day	3 day
R1	8,448	8,603
PP	8,433	8,537
S1	8,419	8,471

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols