NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 9,980 10,040 60 0.6% 10,085
High 10,075 10,215 140 1.4% 10,135
Low 9,960 10,040 80 0.8% 9,870
Close 10,070 10,150 80 0.8% 9,960
Range 115 175 60 52.2% 265
ATR 130 133 3 2.5% 0
Volume 2,885 3,955 1,070 37.1% 19,887
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,660 10,580 10,246
R3 10,485 10,405 10,198
R2 10,310 10,310 10,182
R1 10,230 10,230 10,166 10,270
PP 10,135 10,135 10,135 10,155
S1 10,055 10,055 10,134 10,095
S2 9,960 9,960 10,118
S3 9,785 9,880 10,102
S4 9,610 9,705 10,054
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 10,215 9,870 345 3.4% 129 1.3% 81% True False 3,770
10 10,215 9,870 345 3.4% 116 1.1% 81% True False 4,422
20 10,215 9,450 765 7.5% 143 1.4% 92% True False 6,326
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 30
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 10,959
2.618 10,673
1.618 10,498
1.000 10,390
0.618 10,323
HIGH 10,215
0.618 10,148
0.500 10,128
0.382 10,107
LOW 10,040
0.618 9,932
1.000 9,865
1.618 9,757
2.618 9,582
4.250 9,296
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 10,143 10,114
PP 10,135 10,078
S1 10,128 10,043

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

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