NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 8,950 9,000 50 0.6% 8,680
High 8,960 9,145 185 2.1% 9,005
Low 8,875 8,945 70 0.8% 8,680
Close 8,945 9,135 190 2.1% 8,930
Range 85 200 115 135.3% 325
ATR 139 143 4 3.2% 0
Volume 1,964 3,326 1,362 69.3% 20,141
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,675 9,605 9,245
R3 9,475 9,405 9,190
R2 9,275 9,275 9,172
R1 9,205 9,205 9,153 9,240
PP 9,075 9,075 9,075 9,093
S1 9,005 9,005 9,117 9,040
S2 8,875 8,875 9,098
S3 8,675 8,805 9,080
S4 8,475 8,605 9,025
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 9,145 8,840 305 3.3% 118 1.3% 97% True False 2,877
10 9,145 8,520 625 6.8% 142 1.6% 98% True False 3,502
20 9,145 8,330 815 8.9% 155 1.7% 99% True False 4,017
40 9,170 8,330 840 9.2% 147 1.6% 96% False False 4,020
60 9,170 8,200 970 10.6% 144 1.6% 96% False False 4,122
80 9,635 8,200 1,435 15.7% 112 1.2% 65% False False 3,092
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9,995
2.618 9,669
1.618 9,469
1.000 9,345
0.618 9,269
HIGH 9,145
0.618 9,069
0.500 9,045
0.382 9,022
LOW 8,945
0.618 8,822
1.000 8,745
1.618 8,622
2.618 8,422
4.250 8,095
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 9,105 9,093
PP 9,075 9,052
S1 9,045 9,010

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

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