NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 10,025 9,960 -65 -0.6% 10,085
High 10,090 9,985 -105 -1.0% 10,135
Low 9,940 9,870 -70 -0.7% 9,870
Close 9,960 9,960 0 0.0% 9,960
Range 150 115 -35 -23.3% 265
ATR 132 131 -1 -0.9% 0
Volume 3,870 4,348 478 12.4% 19,887
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,283 10,237 10,023
R3 10,168 10,122 9,992
R2 10,053 10,053 9,981
R1 10,007 10,007 9,971 10,018
PP 9,938 9,938 9,938 9,944
S1 9,892 9,892 9,950 9,903
S2 9,823 9,823 9,939
S3 9,708 9,777 9,929
S4 9,593 9,662 9,897
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,783 10,637 10,106
R3 10,518 10,372 10,033
R2 10,253 10,253 10,009
R1 10,107 10,107 9,984 10,048
PP 9,988 9,988 9,988 9,959
S1 9,842 9,842 9,936 9,783
S2 9,723 9,723 9,912
S3 9,458 9,577 9,887
S4 9,193 9,312 9,814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,135 9,870 265 2.7% 118 1.2% 34% False True 3,977
10 10,150 9,840 310 3.1% 130 1.3% 39% False False 5,022
20 10,150 9,450 700 7.0% 130 1.3% 73% False False 5,986
Crabel Price Patterns
NR True
NR4 False
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 38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,474
2.618 10,286
1.618 10,171
1.000 10,100
0.618 10,056
HIGH 9,985
0.618 9,941
0.500 9,928
0.382 9,914
LOW 9,870
0.618 9,799
1.000 9,755
1.618 9,684
2.618 9,569
4.250 9,381
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 9,949 9,983
PP 9,938 9,975
S1 9,928 9,968

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

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