NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 8,755 8,895 140 1.6% 8,800
High 8,940 9,060 120 1.3% 8,885
Low 8,755 8,885 130 1.5% 8,620
Close 8,890 9,020 130 1.5% 8,835
Range 185 175 -10 -5.4% 265
ATR 95 101 6 6.0% 0
Volume 3,046 8,129 5,083 166.9% 6,181
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,513 9,442 9,116
R3 9,338 9,267 9,068
R2 9,163 9,163 9,052
R1 9,092 9,092 9,036 9,128
PP 8,988 8,988 8,988 9,006
S1 8,917 8,917 9,004 8,953
S2 8,813 8,813 8,988
S3 8,638 8,742 8,972
S4 8,463 8,567 8,924
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 9,060 8,730 330 3.7% 121 1.3% 88% True False 7,338
10 9,060 8,620 440 4.9% 122 1.4% 91% True False 4,087
20 9,245 8,620 625 6.9% 87 1.0% 64% False False 2,051
40 9,245 8,365 880 9.8% 49 0.5% 74% False False 1,028
60 9,245 8,365 880 9.8% 34 0.4% 74% False False 686
Crabel Price Patterns
NR True
NR4 False
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 21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,804
2.618 9,518
1.618 9,343
1.000 9,235
0.618 9,168
HIGH 9,060
0.618 8,993
0.500 8,973
0.382 8,952
LOW 8,885
0.618 8,777
1.000 8,710
1.618 8,602
2.618 8,427
4.250 8,141
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 9,004 8,978
PP 8,988 8,937
S1 8,973 8,895

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

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