NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 9,090 9,200 110 1.2% 8,735
High 9,230 9,225 -5 -0.1% 9,105
Low 9,090 9,100 10 0.1% 8,625
Close 9,220 9,225 5 0.1% 9,100
Range 140 125 -15 -10.7% 480
ATR 149 148 -2 -1.2% 0
Volume 7,057 6,187 -870 -12.3% 36,249
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 9,558 9,517 9,294
R3 9,433 9,392 9,260
R2 9,308 9,308 9,248
R1 9,267 9,267 9,237 9,288
PP 9,183 9,183 9,183 9,194
S1 9,142 9,142 9,214 9,163
S2 9,058 9,058 9,202
S3 8,933 9,017 9,191
S4 8,808 8,892 9,156
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 10,383 10,222 9,364
R3 9,903 9,742 9,232
R2 9,423 9,423 9,188
R1 9,262 9,262 9,144 9,343
PP 8,943 8,943 8,943 8,984
S1 8,782 8,782 9,056 8,863
S2 8,463 8,463 9,012
S3 7,983 8,302 8,968
S4 7,503 7,822 8,836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,230 8,665 565 6.1% 168 1.8% 99% False False 8,448
10 9,230 8,625 605 6.6% 156 1.7% 99% False False 6,656
20 9,230 8,625 605 6.6% 149 1.6% 99% False False 5,397
40 9,230 8,505 725 7.9% 146 1.6% 99% False False 5,239
60 9,235 8,505 730 7.9% 136 1.5% 99% False False 4,778
80 9,245 8,490 755 8.2% 111 1.2% 97% False False 3,585
100 9,245 8,365 880 9.5% 89 1.0% 98% False False 2,868
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,756
2.618 9,552
1.618 9,427
1.000 9,350
0.618 9,302
HIGH 9,225
0.618 9,177
0.500 9,163
0.382 9,148
LOW 9,100
0.618 9,023
1.000 8,975
1.618 8,898
2.618 8,773
4.250 8,569
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 9,204 9,168
PP 9,183 9,112
S1 9,163 9,055

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

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