NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 8,860 8,725 -135 -1.5% 8,820
High 8,860 8,800 -60 -0.7% 8,885
Low 8,860 8,725 -135 -1.5% 8,700
Close 8,710 8,800 90 1.0% 8,750
Range 0 75 75 185
ATR 39 43 4 9.2% 0
Volume 1 1 0 0.0% 10
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,000 8,975 8,841
R3 8,925 8,900 8,821
R2 8,850 8,850 8,814
R1 8,825 8,825 8,807 8,838
PP 8,775 8,775 8,775 8,781
S1 8,750 8,750 8,793 8,763
S2 8,700 8,700 8,786
S3 8,625 8,675 8,780
S4 8,550 8,600 8,759
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,333 9,227 8,852
R3 9,148 9,042 8,801
R2 8,963 8,963 8,784
R1 8,857 8,857 8,767 8,818
PP 8,778 8,778 8,778 8,759
S1 8,672 8,672 8,733 8,633
S2 8,593 8,593 8,716
S3 8,408 8,487 8,699
S4 8,223 8,302 8,648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,860 8,700 160 1.8% 15 0.2% 63% False False 1
10 8,885 8,700 185 2.1% 8 0.1% 54% False False 4
20 9,000 8,395 605 6.9% 14 0.2% 67% False False 3
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 0
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 9,119
2.618 8,996
1.618 8,921
1.000 8,875
0.618 8,846
HIGH 8,800
0.618 8,771
0.500 8,763
0.382 8,754
LOW 8,725
0.618 8,679
1.000 8,650
1.618 8,604
2.618 8,529
4.250 8,406
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 8,788 8,798
PP 8,775 8,795
S1 8,763 8,793

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

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