NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 9,835 9,800 -35 -0.4% 9,725
High 9,850 9,800 -50 -0.5% 9,870
Low 9,740 9,630 -110 -1.1% 9,480
Close 9,815 9,725 -90 -0.9% 9,815
Range 110 170 60 54.5% 390
ATR 147 150 3 1.8% 0
Volume 6,104 24,449 18,345 300.5% 43,584
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,228 10,147 9,819
R3 10,058 9,977 9,772
R2 9,888 9,888 9,756
R1 9,807 9,807 9,741 9,763
PP 9,718 9,718 9,718 9,696
S1 9,637 9,637 9,710 9,593
S2 9,548 9,548 9,694
S3 9,378 9,467 9,678
S4 9,208 9,297 9,632
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,892 10,743 10,030
R3 10,502 10,353 9,922
R2 10,112 10,112 9,887
R1 9,963 9,963 9,851 10,038
PP 9,722 9,722 9,722 9,759
S1 9,573 9,573 9,779 9,648
S2 9,332 9,332 9,744
S3 8,942 9,183 9,708
S4 8,552 8,793 9,601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,870 9,535 335 3.4% 190 2.0% 57% False False 12,259
10 9,870 9,435 435 4.5% 180 1.9% 67% False False 9,341
20 9,870 8,880 990 10.2% 149 1.5% 85% False False 7,931
40 9,870 8,300 1,570 16.1% 125 1.3% 91% False False 6,307
60 9,870 8,275 1,595 16.4% 122 1.3% 91% False False 5,377
80 9,870 8,110 1,760 18.1% 107 1.1% 92% False False 4,262
100 9,870 8,110 1,760 18.1% 89 0.9% 92% False False 3,413
120 9,870 8,110 1,760 18.1% 75 0.8% 92% False False 2,844
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 44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,523
2.618 10,245
1.618 10,075
1.000 9,970
0.618 9,905
HIGH 9,800
0.618 9,735
0.500 9,715
0.382 9,695
LOW 9,630
0.618 9,525
1.000 9,460
1.618 9,355
2.618 9,185
4.250 8,908
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 9,722 9,748
PP 9,718 9,740
S1 9,715 9,733

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

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