NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 8,875 8,930 55 0.6% 8,825
High 8,950 8,955 5 0.1% 8,950
Low 8,830 8,880 50 0.6% 8,750
Close 8,915 8,920 5 0.1% 8,915
Range 120 75 -45 -37.5% 200
ATR 100 98 -2 -1.8% 0
Volume 5,562 3,503 -2,059 -37.0% 23,177
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 9,143 9,107 8,961
R3 9,068 9,032 8,941
R2 8,993 8,993 8,934
R1 8,957 8,957 8,927 8,938
PP 8,918 8,918 8,918 8,909
S1 8,882 8,882 8,913 8,863
S2 8,843 8,843 8,906
S3 8,768 8,807 8,900
S4 8,693 8,732 8,879
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 9,472 9,393 9,025
R3 9,272 9,193 8,970
R2 9,072 9,072 8,952
R1 8,993 8,993 8,933 9,033
PP 8,872 8,872 8,872 8,891
S1 8,793 8,793 8,897 8,833
S2 8,672 8,672 8,878
S3 8,472 8,593 8,860
S4 8,272 8,393 8,805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,955 8,770 185 2.1% 88 1.0% 81% True False 4,202
10 8,955 8,750 205 2.3% 85 1.0% 83% True False 4,488
20 8,955 8,300 655 7.3% 96 1.1% 95% True False 4,649
40 8,955 8,275 680 7.6% 107 1.2% 95% True False 3,998
60 8,955 8,110 845 9.5% 93 1.0% 96% True False 3,098
80 9,075 8,110 965 10.8% 76 0.8% 84% False False 2,327
100 9,075 8,110 965 10.8% 61 0.7% 84% False False 1,862
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 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,274
2.618 9,151
1.618 9,076
1.000 9,030
0.618 9,001
HIGH 8,955
0.618 8,926
0.500 8,918
0.382 8,909
LOW 8,880
0.618 8,834
1.000 8,805
1.618 8,759
2.618 8,684
4.250 8,561
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 8,919 8,911
PP 8,918 8,902
S1 8,918 8,893

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

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