NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 8,725 9,010 285 3.3% 8,820
High 8,800 9,010 210 2.4% 8,885
Low 8,725 8,980 255 2.9% 8,700
Close 8,800 9,060 260 3.0% 8,750
Range 75 30 -45 -60.0% 185
ATR 43 55 12 27.9% 0
Volume 1 6 5 500.0% 10
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,107 9,113 9,077
R3 9,077 9,083 9,068
R2 9,047 9,047 9,066
R1 9,053 9,053 9,063 9,050
PP 9,017 9,017 9,017 9,015
S1 9,023 9,023 9,057 9,020
S2 8,987 8,987 9,055
S3 8,957 8,993 9,052
S4 8,927 8,963 9,044
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 9,010 8,700 310 3.4% 21 0.2% 116% True False 2
10 9,010 8,700 310 3.4% 11 0.1% 116% True False 3
20 9,010 8,395 615 6.8% 15 0.2% 108% True False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,138
2.618 9,089
1.618 9,059
1.000 9,040
0.618 9,029
HIGH 9,010
0.618 8,999
0.500 8,995
0.382 8,992
LOW 8,980
0.618 8,962
1.000 8,950
1.618 8,932
2.618 8,902
4.250 8,853
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 9,038 8,996
PP 9,017 8,932
S1 8,995 8,868

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

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