NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 8,875 8,835 -40 -0.5% 9,045
High 8,880 8,855 -25 -0.3% 9,065
Low 8,770 8,760 -10 -0.1% 8,830
Close 8,825 8,800 -25 -0.3% 8,870
Range 110 95 -15 -13.6% 235
ATR 120 118 -2 -1.5% 0
Volume 5,087 4,264 -823 -16.2% 18,263
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,090 9,040 8,852
R3 8,995 8,945 8,826
R2 8,900 8,900 8,818
R1 8,850 8,850 8,809 8,828
PP 8,805 8,805 8,805 8,794
S1 8,755 8,755 8,791 8,733
S2 8,710 8,710 8,783
S3 8,615 8,660 8,774
S4 8,520 8,565 8,748
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 9,627 9,483 8,999
R3 9,392 9,248 8,935
R2 9,157 9,157 8,913
R1 9,013 9,013 8,892 8,968
PP 8,922 8,922 8,922 8,899
S1 8,778 8,778 8,849 8,733
S2 8,687 8,687 8,827
S3 8,452 8,543 8,806
S4 8,217 8,308 8,741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,010 8,760 250 2.8% 131 1.5% 16% False True 4,355
10 9,235 8,760 475 5.4% 125 1.4% 8% False True 4,111
20 9,235 8,620 615 7.0% 133 1.5% 29% False False 4,862
40 9,245 8,620 625 7.1% 91 1.0% 29% False False 2,475
60 9,245 8,365 880 10.0% 61 0.7% 49% False False 1,650
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 18
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9,259
2.618 9,104
1.618 9,009
1.000 8,950
0.618 8,914
HIGH 8,855
0.618 8,819
0.500 8,808
0.382 8,796
LOW 8,760
0.618 8,701
1.000 8,665
1.618 8,606
2.618 8,511
4.250 8,356
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 8,808 8,885
PP 8,805 8,857
S1 8,803 8,828

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

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