NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 9,835 10,050 215 2.2% 9,715
High 10,010 10,050 40 0.4% 10,010
Low 9,815 9,840 25 0.3% 9,450
Close 9,980 9,885 -95 -1.0% 9,980
Range 195 210 15 7.7% 560
ATR 137 142 5 3.8% 0
Volume 8,440 3,280 -5,160 -61.1% 63,916
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,555 10,430 10,001
R3 10,345 10,220 9,943
R2 10,135 10,135 9,924
R1 10,010 10,010 9,904 9,968
PP 9,925 9,925 9,925 9,904
S1 9,800 9,800 9,866 9,758
S2 9,715 9,715 9,847
S3 9,505 9,590 9,827
S4 9,295 9,380 9,770
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 10,050 9,450 600 6.1% 215 2.2% 73% True False 9,489
10 10,050 9,450 600 6.1% 152 1.5% 73% True False 7,278
20 10,050 8,600 1,450 14.7% 76 0.8% 89% True False 3,639
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 10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,943
2.618 10,600
1.618 10,390
1.000 10,260
0.618 10,180
HIGH 10,050
0.618 9,970
0.500 9,945
0.382 9,920
LOW 9,840
0.618 9,710
1.000 9,630
1.618 9,500
2.618 9,290
4.250 8,948
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 9,945 9,863
PP 9,925 9,842
S1 9,905 9,820

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

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