NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 8,795 8,830 35 0.4% 8,575
High 8,795 9,000 205 2.3% 8,605
Low 8,795 8,825 30 0.3% 8,395
Close 8,760 8,825 65 0.7% 8,620
Range 0 175 175 210
ATR 35 50 15 41.3% 0
Volume 2 2 0 0.0% 22
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,408 9,292 8,921
R3 9,233 9,117 8,873
R2 9,058 9,058 8,857
R1 8,942 8,942 8,841 8,913
PP 8,883 8,883 8,883 8,869
S1 8,767 8,767 8,809 8,738
S2 8,708 8,708 8,793
S3 8,533 8,592 8,777
S4 8,358 8,417 8,729
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,170 9,105 8,736
R3 8,960 8,895 8,678
R2 8,750 8,750 8,659
R1 8,685 8,685 8,639 8,718
PP 8,540 8,540 8,540 8,556
S1 8,475 8,475 8,601 8,508
S2 8,330 8,330 8,582
S3 8,120 8,265 8,562
S4 7,910 8,055 8,505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,000 8,400 600 6.8% 37 0.4% 71% True False 2
10 9,000 8,395 605 6.9% 20 0.2% 71% True False 3
20 9,000 8,395 605 6.9% 10 0.1% 71% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 9,744
2.618 9,458
1.618 9,283
1.000 9,175
0.618 9,108
HIGH 9,000
0.618 8,933
0.500 8,913
0.382 8,892
LOW 8,825
0.618 8,717
1.000 8,650
1.618 8,542
2.618 8,367
4.250 8,081
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 8,913 8,820
PP 8,883 8,815
S1 8,854 8,810

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

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