NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 9,630 9,645 15 0.2% 9,610
High 9,645 9,715 70 0.7% 9,715
Low 9,525 9,470 -55 -0.6% 9,410
Close 9,620 9,535 -85 -0.9% 9,535
Range 120 245 125 104.2% 305
ATR 147 154 7 4.8% 0
Volume 4,246 4,562 316 7.4% 19,045
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 10,308 10,167 9,670
R3 10,063 9,922 9,603
R2 9,818 9,818 9,580
R1 9,677 9,677 9,558 9,625
PP 9,573 9,573 9,573 9,548
S1 9,432 9,432 9,513 9,380
S2 9,328 9,328 9,490
S3 9,083 9,187 9,468
S4 8,838 8,942 9,400
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 10,468 10,307 9,703
R3 10,163 10,002 9,619
R2 9,858 9,858 9,591
R1 9,697 9,697 9,563 9,625
PP 9,553 9,553 9,553 9,518
S1 9,392 9,392 9,507 9,320
S2 9,248 9,248 9,479
S3 8,943 9,087 9,451
S4 8,638 8,782 9,367
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,715 9,410 305 3.2% 156 1.6% 41% True False 3,809
10 9,715 9,410 305 3.2% 138 1.4% 41% True False 3,251
20 10,225 9,365 860 9.0% 160 1.7% 20% False False 4,455
40 10,230 9,365 865 9.1% 153 1.6% 20% False False 5,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 10,756
2.618 10,357
1.618 10,112
1.000 9,960
0.618 9,867
HIGH 9,715
0.618 9,622
0.500 9,593
0.382 9,564
LOW 9,470
0.618 9,319
1.000 9,225
1.618 9,074
2.618 8,829
4.250 8,429
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 9,593 9,593
PP 9,573 9,573
S1 9,554 9,554

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

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