NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 8,415 8,365 -50 -0.6% 8,670
High 8,455 8,370 -85 -1.0% 8,685
Low 8,360 8,275 -85 -1.0% 8,360
Close 8,375 8,285 -90 -1.1% 8,375
Range 95 95 0 0.0% 325
ATR 115 114 -1 -0.9% 0
Volume 3,858 3,077 -781 -20.2% 19,947
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,595 8,535 8,337
R3 8,500 8,440 8,311
R2 8,405 8,405 8,303
R1 8,345 8,345 8,294 8,328
PP 8,310 8,310 8,310 8,301
S1 8,250 8,250 8,276 8,233
S2 8,215 8,215 8,268
S3 8,120 8,155 8,259
S4 8,025 8,060 8,233
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 9,448 9,237 8,554
R3 9,123 8,912 8,465
R2 8,798 8,798 8,435
R1 8,587 8,587 8,405 8,530
PP 8,473 8,473 8,473 8,445
S1 8,262 8,262 8,345 8,205
S2 8,148 8,148 8,316
S3 7,823 7,937 8,286
S4 7,498 7,612 8,196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,620 8,275 345 4.2% 105 1.3% 3% False True 3,920
10 8,725 8,275 450 5.4% 132 1.6% 2% False True 4,982
20 8,755 8,110 645 7.8% 109 1.3% 27% False False 2,934
40 9,075 8,110 965 11.6% 67 0.8% 18% False False 1,475
60 9,075 8,110 965 11.6% 48 0.6% 18% False False 985
Crabel Price Patterns
NR False
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 16
Fibonacci Retracements and Extensions
4.250 8,774
2.618 8,619
1.618 8,524
1.000 8,465
0.618 8,429
HIGH 8,370
0.618 8,334
0.500 8,323
0.382 8,311
LOW 8,275
0.618 8,216
1.000 8,180
1.618 8,121
2.618 8,026
4.250 7,871
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 8,323 8,365
PP 8,310 8,338
S1 8,298 8,312

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

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