NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 9,070 8,950 -120 -1.3% 9,155
High 9,070 9,035 -35 -0.4% 9,240
Low 8,935 8,865 -70 -0.8% 8,935
Close 8,970 8,870 -100 -1.1% 8,970
Range 135 170 35 25.9% 305
ATR 150 152 1 0.9% 0
Volume 6,829 5,644 -1,185 -17.4% 31,823
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 9,433 9,322 8,964
R3 9,263 9,152 8,917
R2 9,093 9,093 8,901
R1 8,982 8,982 8,886 8,953
PP 8,923 8,923 8,923 8,909
S1 8,812 8,812 8,855 8,783
S2 8,753 8,753 8,839
S3 8,583 8,642 8,823
S4 8,413 8,472 8,777
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 9,220 8,865 355 4.0% 155 1.7% 1% False True 6,515
10 9,480 8,865 615 6.9% 148 1.7% 1% False True 5,191
20 9,715 8,865 850 9.6% 147 1.7% 1% False True 4,212
40 10,230 8,865 1,365 15.4% 150 1.7% 0% False True 4,566
60 10,230 8,605 1,625 18.3% 134 1.5% 16% False False 4,708
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,758
2.618 9,480
1.618 9,310
1.000 9,205
0.618 9,140
HIGH 9,035
0.618 8,970
0.500 8,950
0.382 8,930
LOW 8,865
0.618 8,760
1.000 8,695
1.618 8,590
2.618 8,420
4.250 8,143
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 8,950 8,983
PP 8,923 8,945
S1 8,897 8,908

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

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