NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 8,865 8,805 -60 -0.7% 8,895
High 8,880 8,845 -35 -0.4% 8,940
Low 8,815 8,775 -40 -0.5% 8,640
Close 8,815 8,810 -5 -0.1% 8,875
Range 65 70 5 7.7% 300
ATR 139 134 -5 -3.6% 0
Volume 10,217 19,998 9,781 95.7% 33,305
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,020 8,985 8,849
R3 8,950 8,915 8,829
R2 8,880 8,880 8,823
R1 8,845 8,845 8,817 8,863
PP 8,810 8,810 8,810 8,819
S1 8,775 8,775 8,804 8,793
S2 8,740 8,740 8,797
S3 8,670 8,705 8,791
S4 8,600 8,635 8,772
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% 126 1.4% 57% False False 11,066
10 9,135 8,640 495 5.6% 131 1.5% 34% False False 7,875
20 9,285 8,640 645 7.3% 133 1.5% 26% False False 5,631
40 9,285 8,330 955 10.8% 140 1.6% 50% False False 4,866
60 9,285 8,330 955 10.8% 142 1.6% 50% False False 4,671
80 9,285 8,200 1,085 12.3% 137 1.6% 56% False False 4,396
100 9,635 8,200 1,435 16.3% 112 1.3% 43% False False 3,517
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,143
2.618 9,028
1.618 8,958
1.000 8,915
0.618 8,888
HIGH 8,845
0.618 8,818
0.500 8,810
0.382 8,802
LOW 8,775
0.618 8,732
1.000 8,705
1.618 8,662
2.618 8,592
4.250 8,478
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 8,810 8,858
PP 8,810 8,842
S1 8,810 8,826

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

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