NIKKEI 225 Index Future (Globex) December 2012

Trading Metrics calculated at close of trading on 17-Oct-2012

Day Change Summary
	Previous	Current
	16-Oct-2012	17-Oct-2012	Change	Change %	Previous Week
Open	8,635	8,790	155	1.8%	8,910
High	8,810	8,890	80	0.9%	8,915
Low	8,635	8,775	140	1.6%	8,525
Close	8,795	8,885	90	1.0%	8,555
Range	175	115	-60	-34.3%	390
ATR	127	127	-1	-0.7%	0
Volume	11,376	7,113	-4,263	-37.5%	16,424

Daily Pivots for day following 17-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,195	9,155	8,948
R3	9,080	9,040	8,917
R2	8,965	8,965	8,906
R1	8,925	8,925	8,896	8,945
PP	8,850	8,850	8,850	8,860
S1	8,810	8,810	8,875	8,830
S2	8,735	8,735	8,864
S3	8,620	8,695	8,854
S4	8,505	8,580	8,822

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	8,890	8,505	385	4.3%	131	1.5%	99%	True	False	5,868
10	8,955	8,505	450	5.1%	138	1.5%	84%	False	False	4,846
20	9,165	8,505	660	7.4%	128	1.4%	58%	False	False	4,401
40	9,245	8,505	740	8.3%	120	1.4%	51%	False	False	3,797
60	9,245	8,365	880	9.9%	85	1.0%	59%	False	False	2,533
80	9,245	8,365	880	9.9%	65	0.7%	59%	False	False	1,900

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	27
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	9,379
2.618	9,191
1.618	9,076
1.000	9,005
0.618	8,961
HIGH	8,890
0.618	8,846
0.500	8,833
0.382	8,819
LOW	8,775
0.618	8,704
1.000	8,660
1.618	8,589
2.618	8,474
4.250	8,286

Fisher Pivots for day following 17-Oct-2012
Pivot	1 day	3 day
R1	8,868	8,823
PP	8,850	8,760
S1	8,833	8,698

Download as Excel Spreadsheet

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

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