NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 8,860 8,910 50 0.6% 8,875
High 8,955 8,915 -40 -0.4% 8,955
Low 8,820 8,790 -30 -0.3% 8,745
Close 8,905 8,810 -95 -1.1% 8,905
Range 135 125 -10 -7.4% 210
ATR 119 119 0 0.4% 0
Volume 4,418 2,024 -2,394 -54.2% 23,324
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,213 9,137 8,879
R3 9,088 9,012 8,845
R2 8,963 8,963 8,833
R1 8,887 8,887 8,822 8,863
PP 8,838 8,838 8,838 8,826
S1 8,762 8,762 8,799 8,738
S2 8,713 8,713 8,787
S3 8,588 8,637 8,776
S4 8,463 8,512 8,741
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,498 9,412 9,021
R3 9,288 9,202 8,963
R2 9,078 9,078 8,944
R1 8,992 8,992 8,924 9,035
PP 8,868 8,868 8,868 8,890
S1 8,782 8,782 8,886 8,825
S2 8,658 8,658 8,867
S3 8,448 8,572 8,847
S4 8,238 8,362 8,790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,955 8,745 210 2.4% 116 1.3% 31% False False 4,052
10 9,065 8,745 320 3.6% 125 1.4% 20% False False 4,098
20 9,235 8,730 505 5.7% 131 1.5% 16% False False 5,072
40 9,245 8,620 625 7.1% 100 1.1% 30% False False 2,873
60 9,245 8,365 880 10.0% 69 0.8% 51% False False 1,917
80 9,245 8,365 880 10.0% 54 0.6% 51% False False 1,438
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 24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,446
2.618 9,242
1.618 9,117
1.000 9,040
0.618 8,992
HIGH 8,915
0.618 8,867
0.500 8,853
0.382 8,838
LOW 8,790
0.618 8,713
1.000 8,665
1.618 8,588
2.618 8,463
4.250 8,259
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 8,853 8,853
PP 8,838 8,838
S1 8,824 8,824

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

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