NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 9,270 9,155 -115 -1.2% 9,570
High 9,270 9,240 -30 -0.3% 9,580
Low 9,145 9,085 -60 -0.7% 9,145
Close 9,155 9,210 55 0.6% 9,155
Range 125 155 30 24.0% 435
ATR 150 150 0 0.2% 0
Volume 3,315 4,889 1,574 47.5% 17,790
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 9,643 9,582 9,295
R3 9,488 9,427 9,253
R2 9,333 9,333 9,239
R1 9,272 9,272 9,224 9,303
PP 9,178 9,178 9,178 9,194
S1 9,117 9,117 9,196 9,148
S2 9,023 9,023 9,182
S3 8,868 8,962 9,168
S4 8,713 8,807 9,125
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 10,598 10,312 9,394
R3 10,163 9,877 9,275
R2 9,728 9,728 9,235
R1 9,442 9,442 9,195 9,368
PP 9,293 9,293 9,293 9,256
S1 9,007 9,007 9,115 8,933
S2 8,858 8,858 9,075
S3 8,423 8,572 9,036
S4 7,988 8,137 8,916
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,480 9,085 395 4.3% 141 1.5% 32% False True 3,866
10 9,715 9,085 630 6.8% 141 1.5% 20% False True 3,737
20 9,715 9,085 630 6.8% 153 1.7% 20% False True 3,742
40 10,230 9,085 1,145 12.4% 148 1.6% 11% False True 4,510
60 10,230 8,600 1,630 17.7% 121 1.3% 37% False False 4,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,899
2.618 9,646
1.618 9,491
1.000 9,395
0.618 9,336
HIGH 9,240
0.618 9,181
0.500 9,163
0.382 9,144
LOW 9,085
0.618 8,989
1.000 8,930
1.618 8,834
2.618 8,679
4.250 8,426
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 9,194 9,228
PP 9,178 9,222
S1 9,163 9,216

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

View Archives - Comment on this page... - Back to Index of Symbols