NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 9,135 9,210 75 0.8% 8,920
High 9,230 9,240 10 0.1% 9,230
Low 9,105 9,150 45 0.5% 8,870
Close 9,220 9,190 -30 -0.3% 9,220
Range 125 90 -35 -28.0% 360
ATR 142 138 -4 -2.6% 0
Volume 4,904 2,514 -2,390 -48.7% 16,072
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,463 9,417 9,240
R3 9,373 9,327 9,215
R2 9,283 9,283 9,207
R1 9,237 9,237 9,198 9,215
PP 9,193 9,193 9,193 9,183
S1 9,147 9,147 9,182 9,125
S2 9,103 9,103 9,174
S3 9,013 9,057 9,165
S4 8,923 8,967 9,141
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 10,187 10,063 9,418
R3 9,827 9,703 9,319
R2 9,467 9,467 9,286
R1 9,343 9,343 9,253 9,405
PP 9,107 9,107 9,107 9,138
S1 8,983 8,983 9,187 9,045
S2 8,747 8,747 9,154
S3 8,387 8,623 9,121
S4 8,027 8,263 9,022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,240 8,875 365 4.0% 122 1.3% 86% True False 3,138
10 9,240 8,680 560 6.1% 135 1.5% 91% True False 3,493
20 9,240 8,330 910 9.9% 145 1.6% 95% True False 3,901
40 9,240 8,330 910 9.9% 146 1.6% 95% True False 3,951
60 9,240 8,200 1,040 11.3% 145 1.6% 95% True False 4,245
80 9,635 8,200 1,435 15.6% 115 1.3% 69% False False 3,185
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 26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,623
2.618 9,476
1.618 9,386
1.000 9,330
0.618 9,296
HIGH 9,240
0.618 9,206
0.500 9,195
0.382 9,185
LOW 9,150
0.618 9,095
1.000 9,060
1.618 9,005
2.618 8,915
4.250 8,768
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 9,195 9,158
PP 9,193 9,125
S1 9,192 9,093

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

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