NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 8,905 8,940 35 0.4% 8,850
High 9,000 9,075 75 0.8% 9,135
Low 8,900 8,840 -60 -0.7% 8,850
Close 8,935 9,070 135 1.5% 8,975
Range 100 235 135 135.0% 285
ATR 145 152 6 4.4% 0
Volume 4,674 4,703 29 0.6% 31,431
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 9,700 9,620 9,199
R3 9,465 9,385 9,135
R2 9,230 9,230 9,113
R1 9,150 9,150 9,092 9,190
PP 8,995 8,995 8,995 9,015
S1 8,915 8,915 9,049 8,955
S2 8,760 8,760 9,027
S3 8,525 8,680 9,006
S4 8,290 8,445 8,941
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 9,105 8,830 275 3.0% 163 1.8% 87% False False 3,612
10 9,135 8,830 305 3.4% 176 1.9% 79% False False 4,805
20 9,135 8,505 630 6.9% 156 1.7% 90% False False 5,087
40 9,235 8,505 730 8.0% 142 1.6% 77% False False 5,147
60 9,245 8,505 740 8.2% 115 1.3% 76% False False 3,505
80 9,245 8,365 880 9.7% 88 1.0% 80% False False 2,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 10,074
2.618 9,690
1.618 9,455
1.000 9,310
0.618 9,220
HIGH 9,075
0.618 8,985
0.500 8,958
0.382 8,930
LOW 8,840
0.618 8,695
1.000 8,605
1.618 8,460
2.618 8,225
4.250 7,841
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 9,033 9,031
PP 8,995 8,992
S1 8,958 8,953

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

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