NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 9,150 9,110 -40 -0.4% 9,210
High 9,285 9,160 -125 -1.3% 9,285
Low 9,010 9,080 70 0.8% 9,010
Close 9,110 9,100 -10 -0.1% 9,110
Range 275 80 -195 -70.9% 275
ATR 146 141 -5 -3.2% 0
Volume 3,432 2,807 -625 -18.2% 17,899
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,353 9,307 9,144
R3 9,273 9,227 9,122
R2 9,193 9,193 9,115
R1 9,147 9,147 9,107 9,130
PP 9,113 9,113 9,113 9,105
S1 9,067 9,067 9,093 9,050
S2 9,033 9,033 9,085
S3 8,953 8,987 9,078
S4 8,873 8,907 9,056
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,960 9,810 9,261
R3 9,685 9,535 9,186
R2 9,410 9,410 9,161
R1 9,260 9,260 9,135 9,198
PP 9,135 9,135 9,135 9,104
S1 8,985 8,985 9,085 8,923
S2 8,860 8,860 9,060
S3 8,585 8,710 9,035
S4 8,310 8,435 8,959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,285 9,010 275 3.0% 147 1.6% 33% False False 3,638
10 9,285 8,875 410 4.5% 135 1.5% 55% False False 3,388
20 9,285 8,510 775 8.5% 142 1.6% 76% False False 3,614
40 9,285 8,330 955 10.5% 142 1.6% 81% False False 3,816
60 9,285 8,200 1,085 11.9% 148 1.6% 83% False False 4,537
80 9,285 8,200 1,085 11.9% 123 1.4% 83% False False 3,412
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 9,500
2.618 9,370
1.618 9,290
1.000 9,240
0.618 9,210
HIGH 9,160
0.618 9,130
0.500 9,120
0.382 9,111
LOW 9,080
0.618 9,031
1.000 9,000
1.618 8,951
2.618 8,871
4.250 8,740
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 9,120 9,148
PP 9,113 9,132
S1 9,107 9,116

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

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