NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 9,565 9,600 35 0.4% 9,500
High 9,620 9,750 130 1.4% 9,750
Low 9,510 9,575 65 0.7% 9,435
Close 9,600 9,710 110 1.1% 9,710
Range 110 175 65 59.1% 315
ATR 117 121 4 3.5% 0
Volume 4,334 8,102 3,768 86.9% 25,386
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 10,203 10,132 9,806
R3 10,028 9,957 9,758
R2 9,853 9,853 9,742
R1 9,782 9,782 9,726 9,818
PP 9,678 9,678 9,678 9,696
S1 9,607 9,607 9,694 9,643
S2 9,503 9,503 9,678
S3 9,328 9,432 9,662
S4 9,153 9,257 9,614
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 10,577 10,458 9,883
R3 10,262 10,143 9,797
R2 9,947 9,947 9,768
R1 9,828 9,828 9,739 9,888
PP 9,632 9,632 9,632 9,661
S1 9,513 9,513 9,681 9,573
S2 9,317 9,317 9,652
S3 9,002 9,198 9,624
S4 8,687 8,883 9,537
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,750 9,365 385 4.0% 142 1.5% 90% True False 6,674
10 9,750 8,900 850 8.8% 145 1.5% 95% True False 7,210
20 9,750 8,750 1,000 10.3% 114 1.2% 96% True False 5,861
40 9,750 8,300 1,450 14.9% 107 1.1% 97% True False 5,053
60 9,750 8,275 1,475 15.2% 113 1.2% 97% True False 4,546
80 9,750 8,110 1,640 16.9% 93 1.0% 98% True False 3,415
100 9,750 8,110 1,640 16.9% 77 0.8% 98% True False 2,733
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 10,494
2.618 10,208
1.618 10,033
1.000 9,925
0.618 9,858
HIGH 9,750
0.618 9,683
0.500 9,663
0.382 9,642
LOW 9,575
0.618 9,467
1.000 9,400
1.618 9,292
2.618 9,117
4.250 8,831
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 9,694 9,673
PP 9,678 9,635
S1 9,663 9,598

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

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