NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 8,865 8,965 100 1.1% 8,560
High 9,005 9,035 30 0.3% 9,035
Low 8,865 8,860 -5 -0.1% 8,505
Close 8,980 8,860 -120 -1.3% 8,860
Range 140 175 35 25.0% 530
ATR 128 131 3 2.7% 0
Volume 10,277 4,675 -5,602 -54.5% 37,527
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,443 9,327 8,956
R3 9,268 9,152 8,908
R2 9,093 9,093 8,892
R1 8,977 8,977 8,876 8,948
PP 8,918 8,918 8,918 8,904
S1 8,802 8,802 8,844 8,773
S2 8,743 8,743 8,828
S3 8,568 8,627 8,812
S4 8,393 8,452 8,764
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 10,390 10,155 9,152
R3 9,860 9,625 9,006
R2 9,330 9,330 8,957
R1 9,095 9,095 8,909 9,213
PP 8,800 8,800 8,800 8,859
S1 8,565 8,565 8,812 8,683
S2 8,270 8,270 8,763
S3 7,740 8,035 8,714
S4 7,210 7,505 8,569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,035 8,505 530 6.0% 154 1.7% 67% True False 7,505
10 9,035 8,505 530 6.0% 141 1.6% 67% True False 5,395
20 9,065 8,505 560 6.3% 132 1.5% 63% False False 4,776
40 9,245 8,505 740 8.4% 126 1.4% 48% False False 4,171
60 9,245 8,490 755 8.5% 91 1.0% 49% False False 2,782
80 9,245 8,365 880 9.9% 69 0.8% 56% False False 2,087
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,779
2.618 9,493
1.618 9,318
1.000 9,210
0.618 9,143
HIGH 9,035
0.618 8,968
0.500 8,948
0.382 8,927
LOW 8,860
0.618 8,752
1.000 8,685
1.618 8,577
2.618 8,402
4.250 8,116
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 8,948 8,905
PP 8,918 8,890
S1 8,889 8,875

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

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