NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 8,890 8,895 5 0.1% 8,705
High 8,970 9,005 35 0.4% 8,745
Low 8,830 8,870 40 0.5% 8,510
Close 8,890 8,960 70 0.8% 8,685
Range 140 135 -5 -3.6% 235
ATR 154 153 -1 -0.9% 0
Volume 4,090 3,652 -438 -10.7% 17,838
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,350 9,290 9,034
R3 9,215 9,155 8,997
R2 9,080 9,080 8,985
R1 9,020 9,020 8,973 9,050
PP 8,945 8,945 8,945 8,960
S1 8,885 8,885 8,948 8,915
S2 8,810 8,810 8,935
S3 8,675 8,750 8,923
S4 8,540 8,615 8,886
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,352 9,253 8,814
R3 9,117 9,018 8,750
R2 8,882 8,882 8,728
R1 8,783 8,783 8,707 8,715
PP 8,647 8,647 8,647 8,613
S1 8,548 8,548 8,664 8,480
S2 8,412 8,412 8,642
S3 8,177 8,313 8,621
S4 7,942 8,078 8,556
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,005 8,520 485 5.4% 166 1.9% 91% True False 4,127
10 9,005 8,510 495 5.5% 163 1.8% 91% True False 3,978
20 9,005 8,330 675 7.5% 151 1.7% 93% True False 4,080
40 9,170 8,330 840 9.4% 146 1.6% 75% False False 4,300
60 9,170 8,200 970 10.8% 136 1.5% 78% False False 3,883
80 9,635 8,200 1,435 16.0% 105 1.2% 53% False False 2,913
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 29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,579
2.618 9,359
1.618 9,224
1.000 9,140
0.618 9,089
HIGH 9,005
0.618 8,954
0.500 8,938
0.382 8,922
LOW 8,870
0.618 8,787
1.000 8,735
1.618 8,652
2.618 8,517
4.250 8,296
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 8,953 8,921
PP 8,945 8,882
S1 8,938 8,843

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

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