NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 8,850 8,770 -80 -0.9% 9,155
High 8,890 8,880 -10 -0.1% 9,240
Low 8,725 8,670 -55 -0.6% 8,935
Close 8,770 8,685 -85 -1.0% 8,970
Range 165 210 45 27.3% 305
ATR 151 155 4 2.8% 0
Volume 5,942 5,285 -657 -11.1% 31,823
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 9,375 9,240 8,801
R3 9,165 9,030 8,743
R2 8,955 8,955 8,724
R1 8,820 8,820 8,704 8,783
PP 8,745 8,745 8,745 8,726
S1 8,610 8,610 8,666 8,573
S2 8,535 8,535 8,647
S3 8,325 8,400 8,627
S4 8,115 8,190 8,570
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 9,070 8,670 400 4.6% 162 1.9% 4% False True 5,802
10 9,270 8,670 600 6.9% 156 1.8% 3% False True 5,731
20 9,715 8,670 1,045 12.0% 151 1.7% 1% False True 4,647
40 10,230 8,670 1,560 18.0% 155 1.8% 1% False True 4,688
60 10,230 8,670 1,560 18.0% 142 1.6% 1% False True 4,984
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 9,773
2.618 9,430
1.618 9,220
1.000 9,090
0.618 9,010
HIGH 8,880
0.618 8,800
0.500 8,775
0.382 8,750
LOW 8,670
0.618 8,540
1.000 8,460
1.618 8,330
2.618 8,120
4.250 7,778
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 8,775 8,818
PP 8,745 8,773
S1 8,715 8,729

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

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