NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 9,155 9,050 -105 -1.1% 9,200
High 9,165 9,100 -65 -0.7% 9,235
Low 8,990 9,030 40 0.4% 8,990
Close 9,040 9,055 15 0.2% 9,055
Range 175 70 -105 -60.0% 245
ATR 117 114 -3 -2.9% 0
Volume 4,629 2,809 -1,820 -39.3% 22,028
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,272 9,233 9,094
R3 9,202 9,163 9,074
R2 9,132 9,132 9,068
R1 9,093 9,093 9,062 9,113
PP 9,062 9,062 9,062 9,071
S1 9,023 9,023 9,049 9,043
S2 8,992 8,992 9,042
S3 8,922 8,953 9,036
S4 8,852 8,883 9,017
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,828 9,687 9,190
R3 9,583 9,442 9,123
R2 9,338 9,338 9,100
R1 9,197 9,197 9,078 9,145
PP 9,093 9,093 9,093 9,068
S1 8,952 8,952 9,033 8,900
S2 8,848 8,848 9,010
S3 8,603 8,707 8,988
S4 8,358 8,462 8,920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,235 8,990 245 2.7% 128 1.4% 27% False False 4,405
10 9,235 8,730 505 5.6% 133 1.5% 64% False False 6,454
20 9,245 8,620 625 6.9% 119 1.3% 70% False False 3,565
40 9,245 8,490 755 8.3% 70 0.8% 75% False False 1,785
60 9,245 8,365 880 9.7% 48 0.5% 78% False False 1,190
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 9,398
2.618 9,283
1.618 9,213
1.000 9,170
0.618 9,143
HIGH 9,100
0.618 9,073
0.500 9,065
0.382 9,057
LOW 9,030
0.618 8,987
1.000 8,960
1.618 8,917
2.618 8,847
4.250 8,733
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 9,065 9,113
PP 9,062 9,093
S1 9,058 9,074

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

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