NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 9,050 9,045 -5 -0.1% 9,200
High 9,100 9,065 -35 -0.4% 9,235
Low 9,030 8,955 -75 -0.8% 8,990
Close 9,055 9,000 -55 -0.6% 9,055
Range 70 110 40 57.1% 245
ATR 114 114 0 -0.2% 0
Volume 2,809 2,631 -178 -6.3% 22,028
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,337 9,278 9,061
R3 9,227 9,168 9,030
R2 9,117 9,117 9,020
R1 9,058 9,058 9,010 9,033
PP 9,007 9,007 9,007 8,994
S1 8,948 8,948 8,990 8,923
S2 8,897 8,897 8,980
S3 8,787 8,838 8,970
S4 8,677 8,728 8,940
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 8,955 280 3.1% 133 1.5% 16% False True 4,138
10 9,235 8,730 505 5.6% 138 1.5% 53% False False 6,047
20 9,235 8,620 615 6.8% 113 1.3% 62% False False 3,696
40 9,245 8,490 755 8.4% 73 0.8% 68% False False 1,851
60 9,245 8,365 880 9.8% 49 0.5% 72% False False 1,234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,533
2.618 9,353
1.618 9,243
1.000 9,175
0.618 9,133
HIGH 9,065
0.618 9,023
0.500 9,010
0.382 8,997
LOW 8,955
0.618 8,887
1.000 8,845
1.618 8,777
2.618 8,667
4.250 8,488
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 9,010 9,060
PP 9,007 9,040
S1 9,003 9,020

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

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