NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 10,115 10,175 60 0.6% 9,980
High 10,200 10,225 25 0.2% 10,230
Low 10,085 10,065 -20 -0.2% 9,960
Close 10,190 10,120 -70 -0.7% 10,190
Range 115 160 45 39.1% 270
ATR 132 134 2 1.5% 0
Volume 10,273 3,940 -6,333 -61.6% 28,684
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 10,617 10,528 10,208
R3 10,457 10,368 10,164
R2 10,297 10,297 10,149
R1 10,208 10,208 10,135 10,173
PP 10,137 10,137 10,137 10,119
S1 10,048 10,048 10,105 10,013
S2 9,977 9,977 10,091
S3 9,817 9,888 10,076
S4 9,657 9,728 10,032
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,937 10,833 10,339
R3 10,667 10,563 10,264
R2 10,397 10,397 10,240
R1 10,293 10,293 10,215 10,345
PP 10,127 10,127 10,127 10,153
S1 10,023 10,023 10,165 10,075
S2 9,857 9,857 10,141
S3 9,587 9,753 10,116
S4 9,317 9,483 10,042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,230 10,035 195 1.9% 144 1.4% 44% False False 5,947
10 10,230 9,870 360 3.6% 132 1.3% 69% False False 4,872
20 10,230 9,450 780 7.7% 150 1.5% 86% False False 6,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,905
2.618 10,644
1.618 10,484
1.000 10,385
0.618 10,324
HIGH 10,225
0.618 10,164
0.500 10,145
0.382 10,126
LOW 10,065
0.618 9,966
1.000 9,905
1.618 9,806
2.618 9,646
4.250 9,385
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 10,145 10,130
PP 10,137 10,127
S1 10,128 10,123

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

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