NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 9,190 9,160 -30 -0.3% 8,920
High 9,250 9,185 -65 -0.7% 9,230
Low 9,150 9,040 -110 -1.2% 8,870
Close 9,165 9,085 -80 -0.9% 9,220
Range 100 145 45 45.0% 360
ATR 135 136 1 0.5% 0
Volume 3,456 3,620 164 4.7% 16,072
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,538 9,457 9,165
R3 9,393 9,312 9,125
R2 9,248 9,248 9,112
R1 9,167 9,167 9,098 9,135
PP 9,103 9,103 9,103 9,088
S1 9,022 9,022 9,072 8,990
S2 8,958 8,958 9,059
S3 8,813 8,877 9,045
S4 8,668 8,732 9,005
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 9,250 8,945 305 3.4% 132 1.5% 46% False False 3,564
10 9,250 8,840 410 4.5% 119 1.3% 60% False False 3,253
20 9,250 8,370 880 9.7% 144 1.6% 81% False False 3,712
40 9,250 8,330 920 10.1% 144 1.6% 82% False False 3,894
60 9,250 8,200 1,050 11.6% 146 1.6% 84% False False 4,362
80 9,490 8,200 1,290 14.2% 117 1.3% 69% False False 3,273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,801
2.618 9,565
1.618 9,420
1.000 9,330
0.618 9,275
HIGH 9,185
0.618 9,130
0.500 9,113
0.382 9,096
LOW 9,040
0.618 8,951
1.000 8,895
1.618 8,806
2.618 8,661
4.250 8,424
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 9,113 9,145
PP 9,103 9,125
S1 9,094 9,105

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

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