NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 8,805 8,815 10 0.1% 8,895
High 8,845 8,995 150 1.7% 8,940
Low 8,775 8,795 20 0.2% 8,640
Close 8,810 8,940 130 1.5% 8,875
Range 70 200 130 185.7% 300
ATR 134 139 5 3.5% 0
Volume 19,998 6,008 -13,990 -70.0% 33,305
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,510 9,425 9,050
R3 9,310 9,225 8,995
R2 9,110 9,110 8,977
R1 9,025 9,025 8,958 9,068
PP 8,910 8,910 8,910 8,931
S1 8,825 8,825 8,922 8,868
S2 8,710 8,710 8,903
S3 8,510 8,625 8,885
S4 8,310 8,425 8,830
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 8,995 8,655 340 3.8% 135 1.5% 84% True False 10,867
10 9,100 8,640 460 5.1% 136 1.5% 65% False False 8,122
20 9,285 8,640 645 7.2% 137 1.5% 47% False False 5,782
40 9,285 8,330 955 10.7% 143 1.6% 64% False False 4,926
60 9,285 8,330 955 10.7% 143 1.6% 64% False False 4,685
80 9,285 8,200 1,085 12.1% 140 1.6% 68% False False 4,471
100 9,635 8,200 1,435 16.1% 114 1.3% 52% False False 3,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 19
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,845
2.618 9,519
1.618 9,319
1.000 9,195
0.618 9,119
HIGH 8,995
0.618 8,919
0.500 8,895
0.382 8,872
LOW 8,795
0.618 8,672
1.000 8,595
1.618 8,472
2.618 8,272
4.250 7,945
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 8,925 8,922
PP 8,910 8,903
S1 8,895 8,885

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

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