NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 8,970 8,855 -115 -1.3% 9,200
High 8,975 8,995 20 0.2% 9,235
Low 8,845 8,855 10 0.1% 8,990
Close 8,875 8,970 95 1.1% 9,055
Range 130 140 10 7.7% 245
ATR 114 116 2 1.6% 0
Volume 3,173 4,094 921 29.0% 22,028
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,360 9,305 9,047
R3 9,220 9,165 9,009
R2 9,080 9,080 8,996
R1 9,025 9,025 8,983 9,053
PP 8,940 8,940 8,940 8,954
S1 8,885 8,885 8,957 8,913
S2 8,800 8,800 8,944
S3 8,660 8,745 8,932
S4 8,520 8,605 8,893
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 9,100 8,845 255 2.8% 111 1.2% 49% False False 3,183
10 9,235 8,845 390 4.3% 133 1.5% 32% False False 4,340
20 9,235 8,620 615 6.9% 127 1.4% 57% False False 4,213
40 9,245 8,490 755 8.4% 82 0.9% 64% False False 2,112
60 9,245 8,365 880 9.8% 55 0.6% 69% False False 1,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,590
2.618 9,362
1.618 9,222
1.000 9,135
0.618 9,082
HIGH 8,995
0.618 8,942
0.500 8,925
0.382 8,909
LOW 8,855
0.618 8,769
1.000 8,715
1.618 8,629
2.618 8,489
4.250 8,260
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 8,955 8,965
PP 8,940 8,960
S1 8,925 8,955

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

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