NIKKEI 225 Index Future (Globex) September 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 8,565 8,560 -5 -0.1% 8,650
High 8,575 8,575 0 0.0% 8,745
Low 8,505 8,465 -40 -0.5% 8,500
Close 8,505 8,500 -5 -0.1% 8,580
Range 70 110 40 57.1% 245
ATR 58 62 4 6.3% 0
Volume 92 55 -37 -40.2% 23
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 8,843 8,782 8,561
R3 8,733 8,672 8,530
R2 8,623 8,623 8,520
R1 8,562 8,562 8,510 8,538
PP 8,513 8,513 8,513 8,501
S1 8,452 8,452 8,490 8,428
S2 8,403 8,403 8,480
S3 8,293 8,342 8,470
S4 8,183 8,232 8,440
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 9,343 9,207 8,715
R3 9,098 8,962 8,648
R2 8,853 8,853 8,625
R1 8,717 8,717 8,603 8,663
PP 8,608 8,608 8,608 8,581
S1 8,472 8,472 8,558 8,418
S2 8,363 8,363 8,535
S3 8,118 8,227 8,513
S4 7,873 7,982 8,445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,680 8,465 215 2.5% 75 0.9% 16% False True 44
10 8,790 8,465 325 3.8% 60 0.7% 11% False True 27
20 9,365 8,465 900 10.6% 39 0.5% 4% False True 14
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 14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,043
2.618 8,863
1.618 8,753
1.000 8,685
0.618 8,643
HIGH 8,575
0.618 8,533
0.500 8,520
0.382 8,507
LOW 8,465
0.618 8,397
1.000 8,355
1.618 8,287
2.618 8,177
4.250 7,998
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 8,520 8,573
PP 8,513 8,548
S1 8,507 8,524

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

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