NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 8,475 8,455 -20 -0.2% 8,670
High 8,510 8,510 0 0.0% 8,685
Low 8,400 8,385 -15 -0.2% 8,360
Close 8,470 8,500 30 0.4% 8,375
Range 110 125 15 13.6% 325
ATR 120 121 0 0.3% 0
Volume 3,208 3,162 -46 -1.4% 19,947
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,840 8,795 8,569
R3 8,715 8,670 8,535
R2 8,590 8,590 8,523
R1 8,545 8,545 8,512 8,568
PP 8,465 8,465 8,465 8,476
S1 8,420 8,420 8,489 8,443
S2 8,340 8,340 8,477
S3 8,215 8,295 8,466
S4 8,090 8,170 8,431
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 9,448 9,237 8,554
R3 9,123 8,912 8,465
R2 8,798 8,798 8,435
R1 8,587 8,587 8,405 8,530
PP 8,473 8,473 8,473 8,445
S1 8,262 8,262 8,345 8,205
S2 8,148 8,148 8,316
S3 7,823 7,937 8,286
S4 7,498 7,612 8,196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,510 8,275 235 2.8% 120 1.4% 96% True False 3,352
10 8,685 8,275 410 4.8% 127 1.5% 55% False False 3,587
20 8,755 8,110 645 7.6% 123 1.5% 60% False False 3,423
40 9,075 8,110 965 11.4% 75 0.9% 40% False False 1,721
60 9,075 8,110 965 11.4% 55 0.6% 40% False False 1,148
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 24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,041
2.618 8,837
1.618 8,712
1.000 8,635
0.618 8,587
HIGH 8,510
0.618 8,462
0.500 8,448
0.382 8,433
LOW 8,385
0.618 8,308
1.000 8,260
1.618 8,183
2.618 8,058
4.250 7,854
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 8,483 8,473
PP 8,465 8,445
S1 8,448 8,418

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

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