NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 9,120 9,010 -110 -1.2% 9,570
High 9,120 9,100 -20 -0.2% 9,580
Low 8,945 8,980 35 0.4% 9,145
Close 9,010 9,070 60 0.7% 9,155
Range 175 120 -55 -31.4% 435
ATR 154 151 -2 -1.6% 0
Volume 11,392 4,289 -7,103 -62.4% 17,790
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 9,410 9,360 9,136
R3 9,290 9,240 9,103
R2 9,170 9,170 9,092
R1 9,120 9,120 9,081 9,145
PP 9,050 9,050 9,050 9,063
S1 9,000 9,000 9,059 9,025
S2 8,930 8,930 9,048
S3 8,810 8,880 9,037
S4 8,690 8,760 9,004
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 9,270 8,945 325 3.6% 150 1.7% 38% False False 5,661
10 9,715 8,945 770 8.5% 159 1.7% 16% False False 4,734
20 9,715 8,945 770 8.5% 144 1.6% 16% False False 3,912
40 10,230 8,945 1,285 14.2% 147 1.6% 10% False False 4,556
60 10,230 8,600 1,630 18.0% 129 1.4% 29% False False 4,500
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 9,610
2.618 9,414
1.618 9,294
1.000 9,220
0.618 9,174
HIGH 9,100
0.618 9,054
0.500 9,040
0.382 9,026
LOW 8,980
0.618 8,906
1.000 8,860
1.618 8,786
2.618 8,666
4.250 8,470
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 9,060 9,083
PP 9,050 9,078
S1 9,040 9,074

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

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