NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 8,810 8,825 15 0.2% 8,800
High 8,885 8,830 -55 -0.6% 8,885
Low 8,765 8,770 5 0.1% 8,620
Close 8,835 8,775 -60 -0.7% 8,835
Range 120 60 -60 -50.0% 265
ATR 92 90 -2 -2.1% 0
Volume 2,445 6,701 4,256 174.1% 6,181
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 8,972 8,933 8,808
R3 8,912 8,873 8,792
R2 8,852 8,852 8,786
R1 8,813 8,813 8,781 8,803
PP 8,792 8,792 8,792 8,786
S1 8,753 8,753 8,770 8,743
S2 8,732 8,732 8,764
S3 8,672 8,693 8,759
S4 8,612 8,633 8,742
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,575 9,470 8,981
R3 9,310 9,205 8,908
R2 9,045 9,045 8,884
R1 8,940 8,940 8,859 8,993
PP 8,780 8,780 8,780 8,806
S1 8,675 8,675 8,811 8,728
S2 8,515 8,515 8,787
S3 8,250 8,410 8,762
S4 7,985 8,145 8,689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,885 8,620 265 3.0% 136 1.5% 58% False False 2,576
10 9,085 8,620 465 5.3% 89 1.0% 33% False False 1,346
20 9,245 8,620 625 7.1% 70 0.8% 25% False False 674
40 9,245 8,365 880 10.0% 38 0.4% 47% False False 339
60 9,245 8,365 880 10.0% 28 0.3% 47% False False 227
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9,085
2.618 8,987
1.618 8,927
1.000 8,890
0.618 8,867
HIGH 8,830
0.618 8,807
0.500 8,800
0.382 8,793
LOW 8,770
0.618 8,733
1.000 8,710
1.618 8,673
2.618 8,613
4.250 8,515
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 8,800 8,768
PP 8,792 8,760
S1 8,783 8,753

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

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