NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 8,690 8,855 165 1.9% 8,895
High 8,865 8,940 75 0.8% 8,940
Low 8,655 8,810 155 1.8% 8,640
Close 8,850 8,875 25 0.3% 8,875
Range 210 130 -80 -38.1% 300
ATR 146 145 -1 -0.8% 0
Volume 9,232 8,883 -349 -3.8% 33,305
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,265 9,200 8,947
R3 9,135 9,070 8,911
R2 9,005 9,005 8,899
R1 8,940 8,940 8,887 8,973
PP 8,875 8,875 8,875 8,891
S1 8,810 8,810 8,863 8,843
S2 8,745 8,745 8,851
S3 8,615 8,680 8,839
S4 8,485 8,550 8,804
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,718 9,597 9,040
R3 9,418 9,297 8,958
R2 9,118 9,118 8,930
R1 8,997 8,997 8,903 8,908
PP 8,818 8,818 8,818 8,774
S1 8,697 8,697 8,848 8,608
S2 8,518 8,518 8,820
S3 8,218 8,397 8,793
S4 7,918 8,097 8,710
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,940 8,640 300 3.4% 160 1.8% 78% True False 7,794
10 9,285 8,640 645 7.3% 153 1.7% 36% False False 5,477
20 9,285 8,640 645 7.3% 136 1.5% 36% False False 4,426
40 9,285 8,330 955 10.8% 143 1.6% 57% False False 4,253
60 9,285 8,330 955 10.8% 143 1.6% 57% False False 4,342
80 9,285 8,200 1,085 12.2% 136 1.5% 62% False False 4,019
100 9,635 8,200 1,435 16.2% 111 1.3% 47% False False 3,215
Crabel Price Patterns
NR True
NR4 True
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 30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,493
2.618 9,280
1.618 9,150
1.000 9,070
0.618 9,020
HIGH 8,940
0.618 8,890
0.500 8,875
0.382 8,860
LOW 8,810
0.618 8,730
1.000 8,680
1.618 8,600
2.618 8,470
4.250 8,258
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 8,875 8,847
PP 8,875 8,818
S1 8,875 8,790

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

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