NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 8,480 8,460 -20 -0.2% 8,365
High 8,550 8,465 -85 -1.0% 8,560
Low 8,445 8,360 -85 -1.0% 8,275
Close 8,460 8,390 -70 -0.8% 8,550
Range 105 105 0 0.0% 285
ATR 117 116 -1 -0.7% 0
Volume 888 2,427 1,539 173.3% 14,249
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,720 8,660 8,448
R3 8,615 8,555 8,419
R2 8,510 8,510 8,409
R1 8,450 8,450 8,400 8,428
PP 8,405 8,405 8,405 8,394
S1 8,345 8,345 8,381 8,323
S2 8,300 8,300 8,371
S3 8,195 8,240 8,361
S4 8,090 8,135 8,332
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 8,360 200 2.4% 104 1.2% 15% False True 2,206
10 8,560 8,275 285 3.4% 106 1.3% 40% False False 3,054
20 8,755 8,275 480 5.7% 127 1.5% 24% False False 3,651
40 8,895 8,110 785 9.4% 81 1.0% 36% False False 1,837
60 9,075 8,110 965 11.5% 59 0.7% 29% False False 1,226
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 21
Fibonacci Retracements and Extensions
4.250 8,911
2.618 8,740
1.618 8,635
1.000 8,570
0.618 8,530
HIGH 8,465
0.618 8,425
0.500 8,413
0.382 8,400
LOW 8,360
0.618 8,295
1.000 8,255
1.618 8,190
2.618 8,085
4.250 7,914
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 8,413 8,460
PP 8,405 8,437
S1 8,398 8,413

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

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