NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 9,595 9,385 -210 -2.2% 10,175
High 9,675 9,555 -120 -1.2% 10,225
Low 9,365 9,375 10 0.1% 9,655
Close 9,375 9,515 140 1.5% 9,740
Range 310 180 -130 -41.9% 570
ATR 165 166 1 0.6% 0
Volume 7,855 5,549 -2,306 -29.4% 23,951
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 10,022 9,948 9,614
R3 9,842 9,768 9,565
R2 9,662 9,662 9,548
R1 9,588 9,588 9,532 9,625
PP 9,482 9,482 9,482 9,500
S1 9,408 9,408 9,499 9,445
S2 9,302 9,302 9,482
S3 9,122 9,228 9,466
S4 8,942 9,048 9,416
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 11,583 11,232 10,054
R3 11,013 10,662 9,897
R2 10,443 10,443 9,845
R1 10,092 10,092 9,792 9,983
PP 9,873 9,873 9,873 9,819
S1 9,522 9,522 9,688 9,413
S2 9,303 9,303 9,636
S3 8,733 8,952 9,583
S4 8,163 8,382 9,427
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,100 9,365 735 7.7% 227 2.4% 20% False False 6,322
10 10,230 9,365 865 9.1% 177 1.9% 17% False False 6,191
20 10,230 9,365 865 9.1% 146 1.5% 17% False False 5,306
40 10,230 8,600 1,630 17.1% 117 1.2% 56% False False 4,712
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,320
2.618 10,026
1.618 9,846
1.000 9,735
0.618 9,666
HIGH 9,555
0.618 9,486
0.500 9,465
0.382 9,444
LOW 9,375
0.618 9,264
1.000 9,195
1.618 9,084
2.618 8,904
4.250 8,610
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 9,498 9,520
PP 9,482 9,518
S1 9,465 9,517

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

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