NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 9,010 9,070 60 0.7% 9,155
High 9,100 9,070 -30 -0.3% 9,240
Low 8,980 8,935 -45 -0.5% 8,935
Close 9,070 8,970 -100 -1.1% 8,970
Range 120 135 15 12.5% 305
ATR 151 150 -1 -0.8% 0
Volume 4,289 6,829 2,540 59.2% 31,823
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 9,397 9,318 9,044
R3 9,262 9,183 9,007
R2 9,127 9,127 8,995
R1 9,048 9,048 8,983 9,020
PP 8,992 8,992 8,992 8,978
S1 8,913 8,913 8,958 8,885
S2 8,857 8,857 8,945
S3 8,722 8,778 8,933
S4 8,587 8,643 8,896
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 9,963 9,772 9,138
R3 9,658 9,467 9,054
R2 9,353 9,353 9,026
R1 9,162 9,162 8,998 9,105
PP 9,048 9,048 9,048 9,020
S1 8,857 8,857 8,942 8,800
S2 8,743 8,743 8,914
S3 8,438 8,552 8,886
S4 8,133 8,247 8,802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,240 8,935 305 3.4% 152 1.7% 11% False True 6,364
10 9,580 8,935 645 7.2% 148 1.6% 5% False True 4,961
20 9,715 8,935 780 8.7% 143 1.6% 4% False True 4,106
40 10,230 8,935 1,295 14.4% 148 1.7% 3% False True 4,607
60 10,230 8,605 1,625 18.1% 131 1.5% 22% False False 4,614
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,644
2.618 9,424
1.618 9,289
1.000 9,205
0.618 9,154
HIGH 9,070
0.618 9,019
0.500 9,003
0.382 8,987
LOW 8,935
0.618 8,852
1.000 8,800
1.618 8,717
2.618 8,582
4.250 8,361
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 9,003 9,028
PP 8,992 9,008
S1 8,981 8,989

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

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