NIKKEI 225 Index Future (Globex) June 2012

Trading Metrics calculated at close of trading on 30-May-2012

Day Change Summary
	Previous	Current
	29-May-2012	30-May-2012	Change	Change %	Previous Week
Open	8,590	8,635	45	0.5%	8,565
High	8,670	8,655	-15	-0.2%	8,790
Low	8,520	8,485	-35	-0.4%	8,480
Close	8,655	8,495	-160	-1.8%	8,565
Range	150	170	20	13.3%	310
ATR	153	154	1	0.8%	0
Volume	5,130	4,872	-258	-5.0%	30,703

Daily Pivots for day following 30-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,055	8,945	8,589
R3	8,885	8,775	8,542
R2	8,715	8,715	8,526
R1	8,605	8,605	8,511	8,575
PP	8,545	8,545	8,545	8,530
S1	8,435	8,435	8,480	8,405
S2	8,375	8,375	8,464
S3	8,205	8,265	8,448
S4	8,035	8,095	8,402

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	8,755	8,480	275	3.2%	157	1.8%	5%	False	False	5,964
10	8,890	8,480	410	4.8%	161	1.9%	4%	False	False	5,731
20	9,430	8,480	950	11.2%	152	1.8%	2%	False	False	5,523
40	10,120	8,480	1,640	19.3%	158	1.9%	1%	False	False	4,819
60	10,230	8,480	1,750	20.6%	155	1.8%	1%	False	False	5,329

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,378
2.618	9,100
1.618	8,930
1.000	8,825
0.618	8,760
HIGH	8,655
0.618	8,590
0.500	8,570
0.382	8,550
LOW	8,485
0.618	8,380
1.000	8,315
1.618	8,210
2.618	8,040
4.250	7,763

Fisher Pivots for day following 30-May-2012
Pivot	1 day	3 day
R1	8,570	8,578
PP	8,545	8,550
S1	8,520	8,523

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols