NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 8,955 8,905 -50 -0.6% 8,850
High 9,010 9,000 -10 -0.1% 9,135
Low 8,830 8,900 70 0.8% 8,850
Close 8,930 8,935 5 0.1% 8,975
Range 180 100 -80 -44.4% 285
ATR 149 145 -3 -2.3% 0
Volume 1,709 4,674 2,965 173.5% 31,431
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,245 9,190 8,990
R3 9,145 9,090 8,963
R2 9,045 9,045 8,953
R1 8,990 8,990 8,944 9,018
PP 8,945 8,945 8,945 8,959
S1 8,890 8,890 8,926 8,918
S2 8,845 8,845 8,917
S3 8,745 8,790 8,908
S4 8,645 8,690 8,880
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 9,842 9,693 9,132
R3 9,557 9,408 9,054
R2 9,272 9,272 9,027
R1 9,123 9,123 9,001 9,198
PP 8,987 8,987 8,987 9,024
S1 8,838 8,838 8,949 8,913
S2 8,702 8,702 8,923
S3 8,417 8,553 8,897
S4 8,132 8,268 8,818
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,135 8,830 305 3.4% 150 1.7% 34% False False 4,453
10 9,135 8,830 305 3.4% 166 1.9% 34% False False 5,363
20 9,135 8,505 630 7.1% 152 1.7% 68% False False 5,104
40 9,235 8,505 730 8.2% 141 1.6% 59% False False 5,077
60 9,245 8,505 740 8.3% 111 1.2% 58% False False 3,426
80 9,245 8,365 880 9.8% 85 0.9% 65% False False 2,570
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 20
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 9,425
2.618 9,262
1.618 9,162
1.000 9,100
0.618 9,062
HIGH 9,000
0.618 8,962
0.500 8,950
0.382 8,938
LOW 8,900
0.618 8,838
1.000 8,800
1.618 8,738
2.618 8,638
4.250 8,475
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 8,950 8,930
PP 8,945 8,925
S1 8,940 8,920

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

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