NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 8,795 8,690 -105 -1.2% 9,110
High 8,795 8,865 70 0.8% 9,160
Low 8,640 8,655 15 0.2% 8,820
Close 8,690 8,850 160 1.8% 8,895
Range 155 210 55 35.5% 340
ATR 141 146 5 3.5% 0
Volume 7,004 9,232 2,228 31.8% 18,037
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,420 9,345 8,966
R3 9,210 9,135 8,908
R2 9,000 9,000 8,889
R1 8,925 8,925 8,869 8,963
PP 8,790 8,790 8,790 8,809
S1 8,715 8,715 8,831 8,753
S2 8,580 8,580 8,812
S3 8,370 8,505 8,792
S4 8,160 8,295 8,735
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 9,070 8,640 430 4.9% 167 1.9% 49% False False 6,578
10 9,285 8,640 645 7.3% 153 1.7% 33% False False 5,076
20 9,285 8,640 645 7.3% 136 1.5% 33% False False 4,165
40 9,285 8,330 955 10.8% 146 1.6% 54% False False 4,128
60 9,285 8,330 955 10.8% 142 1.6% 54% False False 4,263
80 9,285 8,200 1,085 12.3% 135 1.5% 60% False False 3,908
100 9,635 8,200 1,435 16.2% 110 1.2% 45% False False 3,126
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 26
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 9,758
2.618 9,415
1.618 9,205
1.000 9,075
0.618 8,995
HIGH 8,865
0.618 8,785
0.500 8,760
0.382 8,735
LOW 8,655
0.618 8,525
1.000 8,445
1.618 8,315
2.618 8,105
4.250 7,763
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 8,820 8,826
PP 8,790 8,802
S1 8,760 8,778

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

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