NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 8,860 8,850 -10 -0.1% 9,155
High 8,965 8,890 -75 -0.8% 9,240
Low 8,835 8,725 -110 -1.2% 8,935
Close 8,855 8,770 -85 -1.0% 8,970
Range 130 165 35 26.9% 305
ATR 150 151 1 0.7% 0
Volume 5,310 5,942 632 11.9% 31,823
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 9,290 9,195 8,861
R3 9,125 9,030 8,816
R2 8,960 8,960 8,800
R1 8,865 8,865 8,785 8,830
PP 8,795 8,795 8,795 8,778
S1 8,700 8,700 8,755 8,665
S2 8,630 8,630 8,740
S3 8,465 8,535 8,725
S4 8,300 8,370 8,679
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 9,100 8,725 375 4.3% 144 1.6% 12% False True 5,602
10 9,370 8,725 645 7.4% 148 1.7% 7% False True 5,462
20 9,715 8,725 990 11.3% 148 1.7% 5% False True 4,544
40 10,230 8,725 1,505 17.2% 152 1.7% 3% False True 4,651
60 10,230 8,725 1,505 17.2% 139 1.6% 3% False True 4,895
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 27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,591
2.618 9,322
1.618 9,157
1.000 9,055
0.618 8,992
HIGH 8,890
0.618 8,827
0.500 8,808
0.382 8,788
LOW 8,725
0.618 8,623
1.000 8,560
1.618 8,458
2.618 8,293
4.250 8,024
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 8,808 8,880
PP 8,795 8,843
S1 8,783 8,807

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

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