NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary
Previous Current
02-Apr-2012 03-Apr-2012 Change Change % Previous Week
Open 10,175 10,115 -60 -0.6% 9,980
High 10,225 10,120 -105 -1.0% 10,230
Low 10,065 10,030 -35 -0.3% 9,960
Close 10,120 10,095 -25 -0.2% 10,190
Range 160 90 -70 -43.8% 270
ATR 134 131 -3 -2.3% 0
Volume 3,940 4,517 577 14.6% 28,684
Daily Pivots for day following 03-Apr-2012
Classic Woodie Camarilla DeMark
R4 10,352 10,313 10,145
R3 10,262 10,223 10,120
R2 10,172 10,172 10,112
R1 10,133 10,133 10,103 10,108
PP 10,082 10,082 10,082 10,069
S1 10,043 10,043 10,087 10,018
S2 9,992 9,992 10,079
S3 9,902 9,953 10,070
S4 9,812 9,863 10,046
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 10,030 200 2.0% 127 1.3% 33% False True 6,060
10 10,230 9,870 360 3.6% 128 1.3% 63% False False 4,915
20 10,230 9,450 780 7.7% 143 1.4% 83% False False 6,052
40 10,230 8,450 1,780 17.6% 88 0.9% 92% False False 3,921
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 31
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 10,503
2.618 10,356
1.618 10,266
1.000 10,210
0.618 10,176
HIGH 10,120
0.618 10,086
0.500 10,075
0.382 10,065
LOW 10,030
0.618 9,975
1.000 9,940
1.618 9,885
2.618 9,795
4.250 9,648
Fisher Pivots for day following 03-Apr-2012
Pivot 1 day 3 day
R1 10,088 10,128
PP 10,082 10,117
S1 10,075 10,106

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

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