NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 10,045 10,050 5 0.0% 9,715
High 10,105 10,115 10 0.1% 10,010
Low 10,020 10,025 5 0.0% 9,450
Close 10,060 10,060 0 0.0% 9,980
Range 85 90 5 5.9% 560
ATR 143 139 -4 -2.6% 0
Volume 5,417 4,785 -632 -11.7% 63,916
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,337 10,288 10,110
R3 10,247 10,198 10,085
R2 10,157 10,157 10,077
R1 10,108 10,108 10,068 10,133
PP 10,067 10,067 10,067 10,079
S1 10,018 10,018 10,052 10,043
S2 9,977 9,977 10,044
S3 9,887 9,928 10,035
S4 9,797 9,838 10,011
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 10,115 9,815 300 3.0% 160 1.6% 82% True False 6,295
10 10,115 9,450 665 6.6% 167 1.7% 92% True False 9,233
20 10,115 8,605 1,510 15.0% 96 1.0% 96% True False 4,627
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 21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,498
2.618 10,351
1.618 10,261
1.000 10,205
0.618 10,171
HIGH 10,115
0.618 10,081
0.500 10,070
0.382 10,060
LOW 10,025
0.618 9,970
1.000 9,935
1.618 9,880
2.618 9,790
4.250 9,643
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 10,070 10,034
PP 10,067 10,008
S1 10,063 9,983

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

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