NIKKEI 225 Index Future (Globex) December 2012


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 9,200 9,365 165 1.8% 9,090
High 9,350 9,460 110 1.2% 9,460
Low 9,175 9,315 140 1.5% 9,090
Close 9,335 9,435 100 1.1% 9,435
Range 175 145 -30 -17.1% 370
ATR 149 149 0 -0.2% 0
Volume 9,956 7,651 -2,305 -23.2% 30,851
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 9,838 9,782 9,515
R3 9,693 9,637 9,475
R2 9,548 9,548 9,462
R1 9,492 9,492 9,448 9,520
PP 9,403 9,403 9,403 9,418
S1 9,347 9,347 9,422 9,375
S2 9,258 9,258 9,409
S3 9,113 9,202 9,395
S4 8,968 9,057 9,355
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 10,438 10,307 9,639
R3 10,068 9,937 9,537
R2 9,698 9,698 9,503
R1 9,567 9,567 9,469 9,633
PP 9,328 9,328 9,328 9,361
S1 9,197 9,197 9,401 9,263
S2 8,958 8,958 9,367
S3 8,588 8,827 9,333
S4 8,218 8,457 9,232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,460 8,880 580 6.1% 162 1.7% 96% True False 8,215
10 9,460 8,625 835 8.9% 147 1.6% 97% True False 7,321
20 9,460 8,625 835 8.9% 148 1.6% 97% True False 5,608
40 9,460 8,505 955 10.1% 147 1.6% 97% True False 5,498
60 9,460 8,505 955 10.1% 141 1.5% 97% True False 5,070
80 9,460 8,490 970 10.3% 115 1.2% 97% True False 3,805
100 9,460 8,365 1,095 11.6% 92 1.0% 98% True False 3,044
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,076
2.618 9,840
1.618 9,695
1.000 9,605
0.618 9,550
HIGH 9,460
0.618 9,405
0.500 9,388
0.382 9,371
LOW 9,315
0.618 9,226
1.000 9,170
1.618 9,081
2.618 8,936
4.250 8,699
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 9,419 9,383
PP 9,403 9,332
S1 9,388 9,280

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

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