NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 9,950 10,045 95 1.0% 9,715
High 10,070 10,105 35 0.3% 10,010
Low 9,850 10,020 170 1.7% 9,450
Close 10,045 10,060 15 0.1% 9,980
Range 220 85 -135 -61.4% 560
ATR 147 143 -4 -3.0% 0
Volume 9,556 5,417 -4,139 -43.3% 63,916
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,317 10,273 10,107
R3 10,232 10,188 10,084
R2 10,147 10,147 10,076
R1 10,103 10,103 10,068 10,125
PP 10,062 10,062 10,062 10,073
S1 10,018 10,018 10,052 10,040
S2 9,977 9,977 10,045
S3 9,892 9,933 10,037
S4 9,807 9,848 10,013
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 10,105 9,590 515 5.1% 196 1.9% 91% True False 7,251
10 10,105 9,450 655 6.5% 172 1.7% 93% True False 8,768
20 10,105 8,600 1,505 15.0% 91 0.9% 97% True False 4,388
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 10,466
2.618 10,328
1.618 10,243
1.000 10,190
0.618 10,158
HIGH 10,105
0.618 10,073
0.500 10,063
0.382 10,053
LOW 10,020
0.618 9,968
1.000 9,935
1.618 9,883
2.618 9,798
4.250 9,659
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 10,063 10,031
PP 10,062 10,002
S1 10,061 9,973

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

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