NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 8,325 8,475 150 1.8% 8,670
High 8,500 8,510 10 0.1% 8,685
Low 8,325 8,400 75 0.9% 8,360
Close 8,475 8,470 -5 -0.1% 8,375
Range 175 110 -65 -37.1% 325
ATR 121 120 -1 -0.7% 0
Volume 3,455 3,208 -247 -7.1% 19,947
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,790 8,740 8,531
R3 8,680 8,630 8,500
R2 8,570 8,570 8,490
R1 8,520 8,520 8,480 8,490
PP 8,460 8,460 8,460 8,445
S1 8,410 8,410 8,460 8,380
S2 8,350 8,350 8,450
S3 8,240 8,300 8,440
S4 8,130 8,190 8,410
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 8,510 8,275 235 2.8% 108 1.3% 83% True False 3,780
10 8,720 8,275 445 5.3% 135 1.6% 44% False False 3,949
20 8,755 8,110 645 7.6% 118 1.4% 56% False False 3,265
40 9,075 8,110 965 11.4% 74 0.9% 37% False False 1,642
60 9,075 8,110 965 11.4% 52 0.6% 37% False False 1,096
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 18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,978
2.618 8,798
1.618 8,688
1.000 8,620
0.618 8,578
HIGH 8,510
0.618 8,468
0.500 8,455
0.382 8,442
LOW 8,400
0.618 8,332
1.000 8,290
1.618 8,222
2.618 8,112
4.250 7,933
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 8,465 8,444
PP 8,460 8,418
S1 8,455 8,393

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

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