NIKKEI 225 Index Future (Globex) June 2012

Trading Metrics calculated at close of trading on 06-Mar-2012

Day Change Summary
	Previous	Current
	05-Mar-2012	06-Mar-2012	Change	Change %	Previous Week
Open	9,715	9,665	-50	-0.5%	9,710
High	9,725	9,670	-55	-0.6%	9,760
Low	9,580	9,450	-130	-1.4%	9,615
Close	9,675	9,495	-180	-1.9%	9,760
Range	145	220	75	51.7%	145
ATR	109	117	8	7.6%	0
Volume	19,749	10,471	-9,278	-47.0%	5,593

Daily Pivots for day following 06-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,198	10,067	9,616
R3	9,978	9,847	9,556
R2	9,758	9,758	9,535
R1	9,627	9,627	9,515	9,583
PP	9,538	9,538	9,538	9,516
S1	9,407	9,407	9,475	9,363
S2	9,318	9,318	9,455
S3	9,098	9,187	9,435
S4	8,878	8,967	9,374

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,147	10,098	9,840
R3	10,002	9,953	9,800
R2	9,857	9,857	9,787
R1	9,808	9,808	9,773	9,833
PP	9,712	9,712	9,712	9,724
S1	9,663	9,663	9,747	9,688
S2	9,567	9,567	9,734
S3	9,422	9,518	9,720
S4	9,277	9,373	9,680

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,760	9,450	310	3.3%	124	1.3%	15%	False	True	7,153
10	9,760	9,415	345	3.6%	67	0.7%	23%	False	False	3,581
20	9,760	8,450	1,310	13.8%	33	0.4%	80%	False	False	1,790

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	10,605
2.618	10,246
1.618	10,026
1.000	9,890
0.618	9,806
HIGH	9,670
0.618	9,586
0.500	9,560
0.382	9,534
LOW	9,450
0.618	9,314
1.000	9,230
1.618	9,094
2.618	8,874
4.250	8,515

Fisher Pivots for day following 06-Mar-2012
Pivot	1 day	3 day
R1	9,560	9,605
PP	9,538	9,568
S1	9,517	9,532

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols