NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 10,110 10,045 -65 -0.6% 10,050
High 10,135 10,095 -40 -0.4% 10,150
Low 10,005 10,005 0 0.0% 9,840
Close 10,080 10,025 -55 -0.5% 10,060
Range 130 90 -40 -30.8% 310
ATR 134 131 -3 -2.3% 0
Volume 4,090 3,795 -295 -7.2% 30,334
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,312 10,258 10,075
R3 10,222 10,168 10,050
R2 10,132 10,132 10,042
R1 10,078 10,078 10,033 10,060
PP 10,042 10,042 10,042 10,033
S1 9,988 9,988 10,017 9,970
S2 9,952 9,952 10,009
S3 9,862 9,898 10,000
S4 9,772 9,808 9,976
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 10,005 145 1.4% 103 1.0% 14% False True 4,750
10 10,150 9,590 560 5.6% 150 1.5% 78% False False 6,000
20 10,150 9,450 700 7.0% 117 1.2% 82% False False 5,575
Crabel Price Patterns
NR True
NR4 True
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 32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,478
2.618 10,331
1.618 10,241
1.000 10,185
0.618 10,151
HIGH 10,095
0.618 10,061
0.500 10,050
0.382 10,040
LOW 10,005
0.618 9,950
1.000 9,915
1.618 9,860
2.618 9,770
4.250 9,623
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 10,050 10,070
PP 10,042 10,055
S1 10,033 10,040

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

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