NIKKEI 225 Index Future (Globex) December 2012

Trading Metrics calculated at close of trading on 31-Aug-2012

Day Change Summary
	Previous	Current
	30-Aug-2012	31-Aug-2012	Change	Change %	Previous Week
Open	8,920	8,840	-80	-0.9%	9,060
High	8,920	8,890	-30	-0.3%	9,085
Low	8,890	8,805	-85	-1.0%	8,805
Close	8,870	8,850	-20	-0.2%	8,850
Range	30	85	55	183.3%	280
ATR	69	70	1	1.6%	0
Volume	308	142	-166	-53.9%	583

Daily Pivots for day following 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,103	9,062	8,897
R3	9,018	8,977	8,874
R2	8,933	8,933	8,866
R1	8,892	8,892	8,858	8,913
PP	8,848	8,848	8,848	8,859
S1	8,807	8,807	8,842	8,828
S2	8,763	8,763	8,835
S3	8,678	8,722	8,827
S4	8,593	8,637	8,803

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,753	9,582	9,004
R3	9,473	9,302	8,927
R2	9,193	9,193	8,901
R1	9,022	9,022	8,876	8,968
PP	8,913	8,913	8,913	8,886
S1	8,742	8,742	8,824	8,688
S2	8,633	8,633	8,799
S3	8,353	8,462	8,773
S4	8,073	8,182	8,696

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,085	8,805	280	3.2%	42	0.5%	16%	False	True	116
10	9,245	8,805	440	5.0%	58	0.6%	10%	False	True	60
20	9,245	8,725	520	5.9%	40	0.5%	24%	False	False	33
40	9,245	8,365	880	9.9%	22	0.2%	55%	False	False	17

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	6
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	9,251
2.618	9,113
1.618	9,028
1.000	8,975
0.618	8,943
HIGH	8,890
0.618	8,858
0.500	8,848
0.382	8,838
LOW	8,805
0.618	8,753
1.000	8,720
1.618	8,668
2.618	8,583
4.250	8,444

Fisher Pivots for day following 31-Aug-2012
Pivot	1 day	3 day
R1	8,849	8,923
PP	8,848	8,898
S1	8,848	8,874

Download as Excel Spreadsheet

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

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