NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 9,605 9,835 230 2.4% 9,715
High 9,860 10,010 150 1.5% 10,010
Low 9,590 9,815 225 2.3% 9,450
Close 9,845 9,980 135 1.4% 9,980
Range 270 195 -75 -27.8% 560
ATR 132 137 4 3.4% 0
Volume 9,563 8,440 -1,123 -11.7% 63,916
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,520 10,445 10,087
R3 10,325 10,250 10,034
R2 10,130 10,130 10,016
R1 10,055 10,055 9,998 10,093
PP 9,935 9,935 9,935 9,954
S1 9,860 9,860 9,962 9,898
S2 9,740 9,740 9,944
S3 9,545 9,665 9,927
S4 9,350 9,470 9,873
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 11,493 11,297 10,288
R3 10,933 10,737 10,134
R2 10,373 10,373 10,083
R1 10,177 10,177 10,031 10,275
PP 9,813 9,813 9,813 9,863
S1 9,617 9,617 9,929 9,715
S2 9,253 9,253 9,877
S3 8,693 9,057 9,826
S4 8,133 8,497 9,672
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,010 9,450 560 5.6% 202 2.0% 95% True False 12,783
10 10,010 9,450 560 5.6% 131 1.3% 95% True False 6,950
20 10,010 8,600 1,410 14.1% 66 0.7% 98% True False 3,475
Crabel Price Patterns
NR True
NR4 False
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 10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,839
2.618 10,521
1.618 10,326
1.000 10,205
0.618 10,131
HIGH 10,010
0.618 9,936
0.500 9,913
0.382 9,890
LOW 9,815
0.618 9,695
1.000 9,620
1.618 9,500
2.618 9,305
4.250 8,986
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 9,958 9,897
PP 9,935 9,813
S1 9,913 9,730

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

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