NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 8,580 8,510 -70 -0.8% 8,645
High 8,620 8,530 -90 -1.0% 8,730
Low 8,460 8,420 -40 -0.5% 8,515
Close 8,510 8,435 -75 -0.9% 8,665
Range 160 110 -50 -31.3% 215
ATR 121 121 -1 -0.7% 0
Volume 3,544 3,817 273 7.7% 33,539
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,792 8,723 8,496
R3 8,682 8,613 8,465
R2 8,572 8,572 8,455
R1 8,503 8,503 8,445 8,483
PP 8,462 8,462 8,462 8,451
S1 8,393 8,393 8,425 8,373
S2 8,352 8,352 8,415
S3 8,242 8,283 8,405
S4 8,132 8,173 8,375
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 9,282 9,188 8,783
R3 9,067 8,973 8,724
R2 8,852 8,852 8,705
R1 8,758 8,758 8,685 8,805
PP 8,637 8,637 8,637 8,660
S1 8,543 8,543 8,645 8,590
S2 8,422 8,422 8,626
S3 8,207 8,328 8,606
S4 7,992 8,113 8,547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,720 8,420 300 3.6% 162 1.9% 5% False True 4,118
10 8,755 8,420 335 4.0% 132 1.6% 4% False True 4,575
20 8,755 8,110 645 7.6% 103 1.2% 50% False False 2,323
40 9,075 8,110 965 11.4% 60 0.7% 34% False False 1,169
60 9,075 8,110 965 11.4% 43 0.5% 34% False False 781
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 18
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8,998
2.618 8,818
1.618 8,708
1.000 8,640
0.618 8,598
HIGH 8,530
0.618 8,488
0.500 8,475
0.382 8,462
LOW 8,420
0.618 8,352
1.000 8,310
1.618 8,242
2.618 8,132
4.250 7,953
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 8,475 8,553
PP 8,462 8,513
S1 8,448 8,474

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

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