NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 9,045 9,005 -40 -0.4% 9,200
High 9,065 9,065 0 0.0% 9,235
Low 8,955 8,960 5 0.1% 8,990
Close 9,000 8,975 -25 -0.3% 9,055
Range 110 105 -5 -4.5% 245
ATR 114 113 -1 -0.5% 0
Volume 2,631 3,208 577 21.9% 22,028
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,315 9,250 9,033
R3 9,210 9,145 9,004
R2 9,105 9,105 8,994
R1 9,040 9,040 8,985 9,020
PP 9,000 9,000 9,000 8,990
S1 8,935 8,935 8,966 8,915
S2 8,895 8,895 8,956
S3 8,790 8,830 8,946
S4 8,685 8,725 8,917
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% 119 1.3% 7% False False 3,867
10 9,235 8,755 480 5.3% 142 1.6% 46% False False 4,730
20 9,235 8,620 615 6.9% 117 1.3% 58% False False 3,856
40 9,245 8,490 755 8.4% 75 0.8% 64% False False 1,931
60 9,245 8,365 880 9.8% 51 0.6% 69% False False 1,288
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 23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,511
2.618 9,340
1.618 9,235
1.000 9,170
0.618 9,130
HIGH 9,065
0.618 9,025
0.500 9,013
0.382 9,000
LOW 8,960
0.618 8,895
1.000 8,855
1.618 8,790
2.618 8,685
4.250 8,514
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 9,013 9,028
PP 9,000 9,010
S1 8,988 8,993

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

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