NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 8,365 8,325 -40 -0.5% 8,670
High 8,370 8,500 130 1.6% 8,685
Low 8,275 8,325 50 0.6% 8,360
Close 8,285 8,475 190 2.3% 8,375
Range 95 175 80 84.2% 325
ATR 114 121 7 6.3% 0
Volume 3,077 3,455 378 12.3% 19,947
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,958 8,892 8,571
R3 8,783 8,717 8,523
R2 8,608 8,608 8,507
R1 8,542 8,542 8,491 8,575
PP 8,433 8,433 8,433 8,450
S1 8,367 8,367 8,459 8,400
S2 8,258 8,258 8,443
S3 8,083 8,192 8,427
S4 7,908 8,017 8,379
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 8,530 8,275 255 3.0% 108 1.3% 78% False False 3,902
10 8,725 8,275 450 5.3% 138 1.6% 44% False False 4,388
20 8,755 8,110 645 7.6% 112 1.3% 57% False False 3,105
40 9,075 8,110 965 11.4% 71 0.8% 38% False False 1,562
60 9,075 8,110 965 11.4% 51 0.6% 38% False False 1,042
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9,244
2.618 8,958
1.618 8,783
1.000 8,675
0.618 8,608
HIGH 8,500
0.618 8,433
0.500 8,413
0.382 8,392
LOW 8,325
0.618 8,217
1.000 8,150
1.618 8,042
2.618 7,867
4.250 7,581
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 8,454 8,446
PP 8,433 8,417
S1 8,413 8,388

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

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