NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 8,920 8,895 -25 -0.3% 8,680
High 8,940 8,995 55 0.6% 9,005
Low 8,870 8,885 15 0.2% 8,680
Close 8,890 8,950 60 0.7% 8,930
Range 70 110 40 57.1% 325
ATR 145 143 -3 -1.7% 0
Volume 2,895 2,983 88 3.0% 20,141
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,273 9,222 9,011
R3 9,163 9,112 8,980
R2 9,053 9,053 8,970
R1 9,002 9,002 8,960 9,028
PP 8,943 8,943 8,943 8,956
S1 8,892 8,892 8,940 8,918
S2 8,833 8,833 8,930
S3 8,723 8,782 8,920
S4 8,613 8,672 8,890
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,847 9,713 9,109
R3 9,522 9,388 9,020
R2 9,197 9,197 8,990
R1 9,063 9,063 8,960 9,130
PP 8,872 8,872 8,872 8,905
S1 8,738 8,738 8,900 8,805
S2 8,547 8,547 8,871
S3 8,222 8,413 8,841
S4 7,897 8,088 8,751
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,005 8,830 175 2.0% 116 1.3% 69% False False 3,368
10 9,005 8,510 495 5.5% 144 1.6% 89% False False 3,775
20 9,005 8,330 675 7.5% 148 1.7% 92% False False 4,070
40 9,170 8,330 840 9.4% 146 1.6% 74% False False 4,136
60 9,170 8,200 970 10.8% 141 1.6% 77% False False 4,034
80 9,635 8,200 1,435 16.0% 109 1.2% 52% False False 3,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,463
2.618 9,283
1.618 9,173
1.000 9,105
0.618 9,063
HIGH 8,995
0.618 8,953
0.500 8,940
0.382 8,927
LOW 8,885
0.618 8,817
1.000 8,775
1.618 8,707
2.618 8,597
4.250 8,418
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 8,947 8,939
PP 8,943 8,928
S1 8,940 8,918

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

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