NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 8,510 8,435 -75 -0.9% 8,645
High 8,530 8,440 -90 -1.1% 8,730
Low 8,420 8,375 -45 -0.5% 8,515
Close 8,435 8,415 -20 -0.2% 8,665
Range 110 65 -45 -40.9% 215
ATR 121 117 -4 -3.3% 0
Volume 3,817 5,304 1,487 39.0% 33,539
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,605 8,575 8,451
R3 8,540 8,510 8,433
R2 8,475 8,475 8,427
R1 8,445 8,445 8,421 8,428
PP 8,410 8,410 8,410 8,401
S1 8,380 8,380 8,409 8,363
S2 8,345 8,345 8,403
S3 8,280 8,315 8,397
S4 8,215 8,250 8,379
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 8,685 8,375 310 3.7% 134 1.6% 13% False True 3,822
10 8,755 8,375 380 4.5% 132 1.6% 11% False True 5,069
20 8,755 8,110 645 7.7% 105 1.2% 47% False False 2,588
40 9,075 8,110 965 11.5% 62 0.7% 32% False False 1,302
60 9,075 8,110 965 11.5% 45 0.5% 32% False False 869
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 16
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 8,716
2.618 8,610
1.618 8,545
1.000 8,505
0.618 8,480
HIGH 8,440
0.618 8,415
0.500 8,408
0.382 8,400
LOW 8,375
0.618 8,335
1.000 8,310
1.618 8,270
2.618 8,205
4.250 8,099
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 8,413 8,498
PP 8,410 8,470
S1 8,408 8,443

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

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