NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 8,615 8,560 -55 -0.6% 8,910
High 8,615 8,670 55 0.6% 8,915
Low 8,535 8,505 -30 -0.4% 8,525
Close 8,555 8,655 100 1.2% 8,555
Range 80 165 85 106.3% 390
ATR 121 124 3 2.6% 0
Volume 2,557 4,086 1,529 59.8% 16,424
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,105 9,045 8,746
R3 8,940 8,880 8,701
R2 8,775 8,775 8,685
R1 8,715 8,715 8,670 8,745
PP 8,610 8,610 8,610 8,625
S1 8,550 8,550 8,640 8,580
S2 8,445 8,445 8,625
S3 8,280 8,385 8,610
S4 8,115 8,220 8,564
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 8,855 8,505 350 4.0% 135 1.6% 43% False True 3,697
10 8,955 8,505 450 5.2% 126 1.5% 33% False True 3,874
20 9,235 8,505 730 8.4% 129 1.5% 21% False True 4,007
40 9,245 8,505 740 8.5% 114 1.3% 20% False True 3,335
60 9,245 8,365 880 10.2% 81 0.9% 33% False False 2,225
80 9,245 8,365 880 10.2% 61 0.7% 33% False False 1,669
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,371
2.618 9,102
1.618 8,937
1.000 8,835
0.618 8,772
HIGH 8,670
0.618 8,607
0.500 8,588
0.382 8,568
LOW 8,505
0.618 8,403
1.000 8,340
1.618 8,238
2.618 8,073
4.250 7,804
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 8,633 8,633
PP 8,610 8,610
S1 8,588 8,588

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

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