NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 8,550 8,615 65 0.8% 8,910
High 8,645 8,615 -30 -0.3% 8,915
Low 8,525 8,535 10 0.1% 8,525
Close 8,585 8,555 -30 -0.3% 8,555
Range 120 80 -40 -33.3% 390
ATR 124 121 -3 -2.5% 0
Volume 4,212 2,557 -1,655 -39.3% 16,424
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 8,808 8,762 8,599
R3 8,728 8,682 8,577
R2 8,648 8,648 8,570
R1 8,602 8,602 8,562 8,585
PP 8,568 8,568 8,568 8,560
S1 8,522 8,522 8,548 8,505
S2 8,488 8,488 8,540
S3 8,408 8,442 8,533
S4 8,328 8,362 8,511
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,835 9,585 8,770
R3 9,445 9,195 8,662
R2 9,055 9,055 8,627
R1 8,805 8,805 8,591 8,735
PP 8,665 8,665 8,665 8,630
S1 8,415 8,415 8,519 8,345
S2 8,275 8,275 8,484
S3 7,885 8,025 8,448
S4 7,495 7,635 8,341
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,915 8,525 390 4.6% 127 1.5% 8% False False 3,284
10 8,955 8,525 430 5.0% 120 1.4% 7% False False 3,974
20 9,235 8,525 710 8.3% 125 1.5% 4% False False 4,001
40 9,245 8,525 720 8.4% 110 1.3% 4% False False 3,233
60 9,245 8,365 880 10.3% 78 0.9% 22% False False 2,157
80 9,245 8,365 880 10.3% 59 0.7% 22% False False 1,618
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8,955
2.618 8,825
1.618 8,745
1.000 8,695
0.618 8,665
HIGH 8,615
0.618 8,585
0.500 8,575
0.382 8,566
LOW 8,535
0.618 8,486
1.000 8,455
1.618 8,406
2.618 8,326
4.250 8,195
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 8,575 8,605
PP 8,568 8,588
S1 8,562 8,572

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

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