NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 9,005 8,970 -35 -0.4% 9,200
High 9,065 8,975 -90 -1.0% 9,235
Low 8,960 8,845 -115 -1.3% 8,990
Close 8,975 8,875 -100 -1.1% 9,055
Range 105 130 25 23.8% 245
ATR 113 114 1 1.1% 0
Volume 3,208 3,173 -35 -1.1% 22,028
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,288 9,212 8,947
R3 9,158 9,082 8,911
R2 9,028 9,028 8,899
R1 8,952 8,952 8,887 8,925
PP 8,898 8,898 8,898 8,885
S1 8,822 8,822 8,863 8,795
S2 8,768 8,768 8,851
S3 8,638 8,692 8,839
S4 8,508 8,562 8,804
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 9,165 8,845 320 3.6% 118 1.3% 9% False True 3,290
10 9,235 8,845 390 4.4% 136 1.5% 8% False True 4,743
20 9,235 8,620 615 6.9% 120 1.4% 41% False False 4,014
40 9,245 8,490 755 8.5% 78 0.9% 51% False False 2,010
60 9,245 8,365 880 9.9% 53 0.6% 58% False False 1,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,528
2.618 9,315
1.618 9,185
1.000 9,105
0.618 9,055
HIGH 8,975
0.618 8,925
0.500 8,910
0.382 8,895
LOW 8,845
0.618 8,765
1.000 8,715
1.618 8,635
2.618 8,505
4.250 8,293
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 8,910 8,955
PP 8,898 8,928
S1 8,887 8,902

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

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