NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 9,600 9,725 125 1.3% 9,500
High 9,750 9,755 5 0.1% 9,750
Low 9,575 9,480 -95 -1.0% 9,435
Close 9,710 9,595 -115 -1.2% 9,710
Range 175 275 100 57.1% 315
ATR 121 132 11 9.0% 0
Volume 8,102 6,737 -1,365 -16.8% 25,386
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 10,435 10,290 9,746
R3 10,160 10,015 9,671
R2 9,885 9,885 9,646
R1 9,740 9,740 9,620 9,675
PP 9,610 9,610 9,610 9,578
S1 9,465 9,465 9,570 9,400
S2 9,335 9,335 9,545
S3 9,060 9,190 9,520
S4 8,785 8,915 9,444
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 9,755 9,435 320 3.3% 170 1.8% 50% True False 6,424
10 9,755 8,940 815 8.5% 159 1.7% 80% True False 7,358
20 9,755 8,750 1,005 10.5% 124 1.3% 84% True False 6,025
40 9,755 8,300 1,455 15.2% 111 1.2% 89% True False 5,161
60 9,755 8,275 1,480 15.4% 117 1.2% 89% True False 4,658
80 9,755 8,110 1,645 17.1% 96 1.0% 90% True False 3,499
100 9,755 8,110 1,645 17.1% 80 0.8% 90% True False 2,800
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Widest range in 116 trading days
Fibonacci Retracements and Extensions
4.250 10,924
2.618 10,475
1.618 10,200
1.000 10,030
0.618 9,925
HIGH 9,755
0.618 9,650
0.500 9,618
0.382 9,585
LOW 9,480
0.618 9,310
1.000 9,205
1.618 9,035
2.618 8,760
4.250 8,311
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 9,618 9,618
PP 9,610 9,610
S1 9,603 9,603

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

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