NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 8,455 8,495 40 0.5% 8,365
High 8,510 8,560 50 0.6% 8,560
Low 8,385 8,485 100 1.2% 8,275
Close 8,500 8,550 50 0.6% 8,550
Range 125 75 -50 -40.0% 285
ATR 121 117 -3 -2.7% 0
Volume 3,162 1,347 -1,815 -57.4% 14,249
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,757 8,728 8,591
R3 8,682 8,653 8,571
R2 8,607 8,607 8,564
R1 8,578 8,578 8,557 8,593
PP 8,532 8,532 8,532 8,539
S1 8,503 8,503 8,543 8,518
S2 8,457 8,457 8,536
S3 8,382 8,428 8,530
S4 8,307 8,353 8,509
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 9,317 9,218 8,707
R3 9,032 8,933 8,629
R2 8,747 8,747 8,602
R1 8,648 8,648 8,576 8,698
PP 8,462 8,462 8,462 8,486
S1 8,363 8,363 8,524 8,413
S2 8,177 8,177 8,498
S3 7,892 8,078 8,472
S4 7,607 7,793 8,393
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,560 8,275 285 3.3% 116 1.4% 96% True False 2,849
10 8,685 8,275 410 4.8% 119 1.4% 67% False False 3,419
20 8,755 8,275 480 5.6% 122 1.4% 57% False False 3,489
40 9,075 8,110 965 11.3% 76 0.9% 46% False False 1,754
60 9,075 8,110 965 11.3% 56 0.7% 46% False False 1,171
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 23
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8,879
2.618 8,756
1.618 8,681
1.000 8,635
0.618 8,606
HIGH 8,560
0.618 8,531
0.500 8,523
0.382 8,514
LOW 8,485
0.618 8,439
1.000 8,410
1.618 8,364
2.618 8,289
4.250 8,166
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 8,541 8,524
PP 8,532 8,498
S1 8,523 8,473

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

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