NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 8,460 8,385 -75 -0.9% 8,365
High 8,465 8,465 0 0.0% 8,560
Low 8,360 8,350 -10 -0.1% 8,275
Close 8,390 8,460 70 0.8% 8,550
Range 105 115 10 9.5% 285
ATR 116 116 0 0.0% 0
Volume 2,427 1,928 -499 -20.6% 14,249
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,770 8,730 8,523
R3 8,655 8,615 8,492
R2 8,540 8,540 8,481
R1 8,500 8,500 8,471 8,520
PP 8,425 8,425 8,425 8,435
S1 8,385 8,385 8,450 8,405
S2 8,310 8,310 8,439
S3 8,195 8,270 8,429
S4 8,080 8,155 8,397
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 8,350 210 2.5% 105 1.2% 52% False True 1,950
10 8,560 8,275 285 3.4% 107 1.3% 65% False False 2,865
20 8,755 8,275 480 5.7% 119 1.4% 39% False False 3,720
40 8,800 8,110 690 8.2% 83 1.0% 51% False False 1,885
60 9,075 8,110 965 11.4% 61 0.7% 36% False False 1,258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,954
2.618 8,766
1.618 8,651
1.000 8,580
0.618 8,536
HIGH 8,465
0.618 8,421
0.500 8,408
0.382 8,394
LOW 8,350
0.618 8,279
1.000 8,235
1.618 8,164
2.618 8,049
4.250 7,861
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 8,443 8,457
PP 8,425 8,453
S1 8,408 8,450

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

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