NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 9,200 9,200 0 0.0% 8,735
High 9,225 9,350 125 1.4% 9,105
Low 9,100 9,175 75 0.8% 8,625
Close 9,225 9,335 110 1.2% 9,100
Range 125 175 50 40.0% 480
ATR 148 149 2 1.3% 0
Volume 6,187 9,956 3,769 60.9% 36,249
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 9,812 9,748 9,431
R3 9,637 9,573 9,383
R2 9,462 9,462 9,367
R1 9,398 9,398 9,351 9,430
PP 9,287 9,287 9,287 9,303
S1 9,223 9,223 9,319 9,255
S2 9,112 9,112 9,303
S3 8,937 9,048 9,287
S4 8,762 8,873 9,239
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 9,350 8,670 680 7.3% 178 1.9% 98% True False 8,738
10 9,350 8,625 725 7.8% 148 1.6% 98% True False 7,035
20 9,350 8,625 725 7.8% 150 1.6% 98% True False 5,671
40 9,350 8,505 845 9.1% 147 1.6% 98% True False 5,409
60 9,350 8,505 845 9.1% 138 1.5% 98% True False 4,944
80 9,350 8,490 860 9.2% 113 1.2% 98% True False 3,709
100 9,350 8,365 985 10.6% 91 1.0% 98% True False 2,968
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,094
2.618 9,808
1.618 9,633
1.000 9,525
0.618 9,458
HIGH 9,350
0.618 9,283
0.500 9,263
0.382 9,242
LOW 9,175
0.618 9,067
1.000 9,000
1.618 8,892
2.618 8,717
4.250 8,431
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 9,311 9,297
PP 9,287 9,258
S1 9,263 9,220

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

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