NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 10,075 10,085 10 0.1% 10,050
High 10,150 10,130 -20 -0.2% 10,150
Low 10,050 10,025 -25 -0.2% 9,840
Close 10,060 10,100 40 0.4% 10,060
Range 100 105 5 5.0% 310
ATR 136 134 -2 -1.6% 0
Volume 7,296 3,784 -3,512 -48.1% 30,334
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,400 10,355 10,158
R3 10,295 10,250 10,129
R2 10,190 10,190 10,119
R1 10,145 10,145 10,110 10,168
PP 10,085 10,085 10,085 10,096
S1 10,040 10,040 10,091 10,063
S2 9,980 9,980 10,081
S3 9,875 9,935 10,071
S4 9,770 9,830 10,042
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,947 10,813 10,231
R3 10,637 10,503 10,145
R2 10,327 10,327 10,117
R1 10,193 10,193 10,089 10,260
PP 10,017 10,017 10,017 10,050
S1 9,883 9,883 10,032 9,950
S2 9,707 9,707 10,003
S3 9,397 9,573 9,975
S4 9,087 9,263 9,890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,150 9,850 300 3.0% 120 1.2% 83% False False 6,167
10 10,150 9,450 700 6.9% 168 1.7% 93% False False 7,828
20 10,150 9,415 735 7.3% 106 1.0% 93% False False 5,181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,576
2.618 10,405
1.618 10,300
1.000 10,235
0.618 10,195
HIGH 10,130
0.618 10,090
0.500 10,078
0.382 10,065
LOW 10,025
0.618 9,960
1.000 9,920
1.618 9,855
2.618 9,750
4.250 9,579
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 10,093 10,096
PP 10,085 10,092
S1 10,078 10,088

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

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