NIKKEI 225 Index Future (Globex) June 2012

Trading Metrics calculated at close of trading on 05-Jun-2012

Day Change Summary
	Previous	Current
	04-Jun-2012	05-Jun-2012	Change	Change %	Previous Week
Open	8,240	8,260	20	0.2%	8,590
High	8,370	8,475	105	1.3%	8,670
Low	8,210	8,260	50	0.6%	8,250
Close	8,335	8,455	120	1.4%	8,255
Range	160	215	55	34.4%	420
ATR	159	163	4	2.5%	0
Volume	16,934	14,560	-2,374	-14.0%	25,442

Daily Pivots for day following 05-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,042	8,963	8,573
R3	8,827	8,748	8,514
R2	8,612	8,612	8,495
R1	8,533	8,533	8,475	8,573
PP	8,397	8,397	8,397	8,416
S1	8,318	8,318	8,435	8,358
S2	8,182	8,182	8,416
S3	7,967	8,103	8,396
S4	7,752	7,888	8,337

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,652	9,373	8,486
R3	9,232	8,953	8,371
R2	8,812	8,812	8,332
R1	8,533	8,533	8,294	8,463
PP	8,392	8,392	8,392	8,356
S1	8,113	8,113	8,217	8,043
S2	7,972	7,972	8,178
S3	7,552	7,693	8,140
S4	7,132	7,273	8,024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,655	8,210	445	5.3%	184	2.2%	55%	False	False	10,361
10	8,790	8,210	580	6.9%	163	1.9%	42%	False	False	8,310
20	9,220	8,210	1,010	11.9%	163	1.9%	24%	False	False	7,106
40	9,715	8,210	1,505	17.8%	158	1.9%	16%	False	False	5,424
60	10,230	8,210	2,020	23.9%	153	1.8%	12%	False	False	5,375
80	10,230	8,210	2,020	23.9%	131	1.6%	12%	False	False	4,900

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	24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,389
2.618	9,038
1.618	8,823
1.000	8,690
0.618	8,608
HIGH	8,475
0.618	8,393
0.500	8,368
0.382	8,342
LOW	8,260
0.618	8,127
1.000	8,045
1.618	7,912
2.618	7,697
4.250	7,346

Fisher Pivots for day following 05-Jun-2012
Pivot	1 day	3 day
R1	8,426	8,421
PP	8,397	8,387
S1	8,368	8,353

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