NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 9,595 9,795 200 2.1% 9,500
High 9,825 9,870 45 0.5% 9,750
Low 9,535 9,715 180 1.9% 9,435
Close 9,795 9,765 -30 -0.3% 9,710
Range 290 155 -135 -46.6% 315
ATR 144 144 1 0.6% 0
Volume 12,089 6,830 -5,259 -43.5% 25,386
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 10,248 10,162 9,850
R3 10,093 10,007 9,808
R2 9,938 9,938 9,794
R1 9,852 9,852 9,779 9,818
PP 9,783 9,783 9,783 9,766
S1 9,697 9,697 9,751 9,663
S2 9,628 9,628 9,737
S3 9,473 9,542 9,723
S4 9,318 9,387 9,680
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 9,870 9,480 390 4.0% 201 2.1% 73% True False 7,618
10 9,870 9,105 765 7.8% 181 1.8% 86% True False 8,269
20 9,870 8,775 1,095 11.2% 138 1.4% 90% True False 6,491
40 9,870 8,300 1,570 16.1% 118 1.2% 93% True False 5,545
60 9,870 8,275 1,595 16.3% 118 1.2% 93% True False 4,958
80 9,870 8,110 1,760 18.0% 101 1.0% 94% True False 3,733
100 9,870 8,110 1,760 18.0% 84 0.9% 94% True False 2,989
Crabel Price Patterns
NR True
NR4 True
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 36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,529
2.618 10,276
1.618 10,121
1.000 10,025
0.618 9,966
HIGH 9,870
0.618 9,811
0.500 9,793
0.382 9,774
LOW 9,715
0.618 9,619
1.000 9,560
1.618 9,464
2.618 9,309
4.250 9,056
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 9,793 9,735
PP 9,783 9,705
S1 9,774 9,675

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

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