NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 8,565 8,710 145 1.7% 8,950
High 8,715 8,790 75 0.9% 9,035
Low 8,535 8,695 160 1.9% 8,545
Close 8,700 8,740 40 0.5% 8,555
Range 180 95 -85 -47.2% 490
ATR 158 154 -5 -2.9% 0
Volume 4,538 6,344 1,806 39.8% 27,563
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 9,027 8,978 8,792
R3 8,932 8,883 8,766
R2 8,837 8,837 8,758
R1 8,788 8,788 8,749 8,813
PP 8,742 8,742 8,742 8,754
S1 8,693 8,693 8,731 8,718
S2 8,647 8,647 8,723
S3 8,552 8,598 8,714
S4 8,457 8,503 8,688
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 10,182 9,858 8,825
R3 9,692 9,368 8,690
R2 9,202 9,202 8,645
R1 8,878 8,878 8,600 8,795
PP 8,712 8,712 8,712 8,670
S1 8,388 8,388 8,510 8,305
S2 8,222 8,222 8,465
S3 7,732 7,898 8,420
S4 7,242 7,408 8,286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,890 8,535 355 4.1% 165 1.9% 58% False False 5,498
10 9,120 8,535 585 6.7% 156 1.8% 35% False False 6,095
20 9,715 8,535 1,180 13.5% 152 1.7% 17% False False 4,995
40 10,230 8,535 1,695 19.4% 156 1.8% 12% False False 4,817
60 10,230 8,535 1,695 19.4% 150 1.7% 12% False False 5,255
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 37
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 9,194
2.618 9,039
1.618 8,944
1.000 8,885
0.618 8,849
HIGH 8,790
0.618 8,754
0.500 8,743
0.382 8,731
LOW 8,695
0.618 8,636
1.000 8,600
1.618 8,541
2.618 8,446
4.250 8,291
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 8,743 8,714
PP 8,742 8,688
S1 8,741 8,663

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

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