NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 8,915 8,895 -20 -0.2% 9,110
High 8,935 8,915 -20 -0.2% 9,160
Low 8,820 8,725 -95 -1.1% 8,820
Close 8,895 8,800 -95 -1.1% 8,895
Range 115 190 75 65.2% 340
ATR 136 140 4 2.8% 0
Volume 5,667 8,186 2,519 44.5% 18,037
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,383 9,282 8,905
R3 9,193 9,092 8,852
R2 9,003 9,003 8,835
R1 8,902 8,902 8,818 8,858
PP 8,813 8,813 8,813 8,791
S1 8,712 8,712 8,783 8,668
S2 8,623 8,623 8,765
S3 8,433 8,522 8,748
S4 8,243 8,332 8,696
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 9,978 9,777 9,082
R3 9,638 9,437 8,989
R2 9,298 9,298 8,957
R1 9,097 9,097 8,926 9,028
PP 8,958 8,958 8,958 8,924
S1 8,757 8,757 8,864 8,688
S2 8,618 8,618 8,833
S3 8,278 8,417 8,802
S4 7,938 8,077 8,708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,135 8,725 410 4.7% 135 1.5% 18% False True 4,683
10 9,285 8,725 560 6.4% 141 1.6% 13% False True 4,160
20 9,285 8,680 605 6.9% 138 1.6% 20% False False 3,827
40 9,285 8,330 955 10.9% 142 1.6% 49% False False 3,928
60 9,285 8,330 955 10.9% 143 1.6% 49% False False 4,144
80 9,285 8,200 1,085 12.3% 131 1.5% 55% False False 3,705
100 9,635 8,200 1,435 16.3% 106 1.2% 42% False False 2,964
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9,723
2.618 9,413
1.618 9,223
1.000 9,105
0.618 9,033
HIGH 8,915
0.618 8,843
0.500 8,820
0.382 8,798
LOW 8,725
0.618 8,608
1.000 8,535
1.618 8,418
2.618 8,228
4.250 7,918
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 8,820 8,898
PP 8,813 8,865
S1 8,807 8,833

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

View Archives - Comment on this page... - Back to Index of Symbols