NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 8,495 8,480 -15 -0.2% 8,365
High 8,560 8,550 -10 -0.1% 8,560
Low 8,485 8,445 -40 -0.5% 8,275
Close 8,550 8,460 -90 -1.1% 8,550
Range 75 105 30 40.0% 285
ATR 117 117 -1 -0.8% 0
Volume 1,347 888 -459 -34.1% 14,249
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,800 8,735 8,518
R3 8,695 8,630 8,489
R2 8,590 8,590 8,479
R1 8,525 8,525 8,470 8,505
PP 8,485 8,485 8,485 8,475
S1 8,420 8,420 8,451 8,400
S2 8,380 8,380 8,441
S3 8,275 8,315 8,431
S4 8,170 8,210 8,402
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 9,317 9,218 8,707
R3 9,032 8,933 8,629
R2 8,747 8,747 8,602
R1 8,648 8,648 8,576 8,698
PP 8,462 8,462 8,462 8,486
S1 8,363 8,363 8,524 8,413
S2 8,177 8,177 8,498
S3 7,892 8,078 8,472
S4 7,607 7,793 8,393
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,560 8,325 235 2.8% 118 1.4% 57% False False 2,412
10 8,620 8,275 345 4.1% 112 1.3% 54% False False 3,166
20 8,755 8,275 480 5.7% 124 1.5% 39% False False 3,531
40 9,075 8,110 965 11.4% 78 0.9% 36% False False 1,776
60 9,075 8,110 965 11.4% 58 0.7% 36% False False 1,185
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 25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,996
2.618 8,825
1.618 8,720
1.000 8,655
0.618 8,615
HIGH 8,550
0.618 8,510
0.500 8,498
0.382 8,485
LOW 8,445
0.618 8,380
1.000 8,340
1.618 8,275
2.618 8,170
4.250 7,999
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 8,498 8,473
PP 8,485 8,468
S1 8,473 8,464

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

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