NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 8,595 8,600 5 0.1% 8,565
High 8,615 8,625 10 0.1% 8,790
Low 8,500 8,550 50 0.6% 8,480
Close 8,580 8,565 -15 -0.2% 8,565
Range 115 75 -40 -34.8% 310
ATR 159 153 -6 -3.8% 0
Volume 4,244 4,104 -140 -3.3% 30,703
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 8,805 8,760 8,606
R3 8,730 8,685 8,586
R2 8,655 8,655 8,579
R1 8,610 8,610 8,572 8,595
PP 8,580 8,580 8,580 8,573
S1 8,535 8,535 8,558 8,520
S2 8,505 8,505 8,551
S3 8,430 8,460 8,545
S4 8,355 8,385 8,524
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 9,542 9,363 8,736
R3 9,232 9,053 8,650
R2 8,922 8,922 8,622
R1 8,743 8,743 8,594 8,720
PP 8,612 8,612 8,612 8,600
S1 8,433 8,433 8,537 8,410
S2 8,302 8,302 8,508
S3 7,992 8,123 8,480
S4 7,682 7,813 8,395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,790 8,480 310 3.6% 148 1.7% 27% False False 6,140
10 9,035 8,480 555 6.5% 159 1.9% 15% False False 5,826
20 9,580 8,480 1,100 12.8% 153 1.8% 8% False False 5,393
40 10,225 8,480 1,745 20.4% 157 1.8% 5% False False 4,924
60 10,230 8,480 1,750 20.4% 153 1.8% 5% False False 5,581
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 8,944
2.618 8,821
1.618 8,746
1.000 8,700
0.618 8,671
HIGH 8,625
0.618 8,596
0.500 8,588
0.382 8,579
LOW 8,550
0.618 8,504
1.000 8,475
1.618 8,429
2.618 8,354
4.250 8,231
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 8,588 8,618
PP 8,580 8,600
S1 8,573 8,583

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

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