NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 8,950 8,860 -90 -1.0% 9,155
High 9,035 8,965 -70 -0.8% 9,240
Low 8,865 8,835 -30 -0.3% 8,935
Close 8,870 8,855 -15 -0.2% 8,970
Range 170 130 -40 -23.5% 305
ATR 152 150 -2 -1.0% 0
Volume 5,644 5,310 -334 -5.9% 31,823
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 9,275 9,195 8,927
R3 9,145 9,065 8,891
R2 9,015 9,015 8,879
R1 8,935 8,935 8,867 8,910
PP 8,885 8,885 8,885 8,873
S1 8,805 8,805 8,843 8,780
S2 8,755 8,755 8,831
S3 8,625 8,675 8,819
S4 8,495 8,545 8,784
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 9,120 8,835 285 3.2% 146 1.6% 7% False True 6,692
10 9,430 8,835 595 6.7% 144 1.6% 3% False True 5,315
20 9,715 8,835 880 9.9% 145 1.6% 2% False True 4,365
40 10,230 8,835 1,395 15.8% 151 1.7% 1% False True 4,604
60 10,230 8,835 1,395 15.8% 136 1.5% 1% False True 4,796
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,518
2.618 9,305
1.618 9,175
1.000 9,095
0.618 9,045
HIGH 8,965
0.618 8,915
0.500 8,900
0.382 8,885
LOW 8,835
0.618 8,755
1.000 8,705
1.618 8,625
2.618 8,495
4.250 8,283
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 8,900 8,953
PP 8,885 8,920
S1 8,870 8,888

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

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