NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 10,045 10,025 -20 -0.2% 10,050
High 10,095 10,090 -5 0.0% 10,150
Low 10,005 9,940 -65 -0.6% 9,840
Close 10,025 9,960 -65 -0.6% 10,060
Range 90 150 60 66.7% 310
ATR 131 132 1 1.1% 0
Volume 3,795 3,870 75 2.0% 30,334
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,447 10,353 10,043
R3 10,297 10,203 10,001
R2 10,147 10,147 9,988
R1 10,053 10,053 9,974 10,025
PP 9,997 9,997 9,997 9,983
S1 9,903 9,903 9,946 9,875
S2 9,847 9,847 9,933
S3 9,697 9,753 9,919
S4 9,547 9,603 9,878
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 9,940 210 2.1% 115 1.2% 10% False True 4,567
10 10,150 9,815 335 3.4% 138 1.4% 43% False False 5,431
20 10,150 9,450 700 7.0% 125 1.3% 73% False False 5,769
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,728
2.618 10,483
1.618 10,333
1.000 10,240
0.618 10,183
HIGH 10,090
0.618 10,033
0.500 10,015
0.382 9,997
LOW 9,940
0.618 9,847
1.000 9,790
1.618 9,697
2.618 9,547
4.250 9,303
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 10,015 10,038
PP 9,997 10,012
S1 9,978 9,986

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

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