NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 8,385 8,455 70 0.8% 8,480
High 8,465 8,480 15 0.2% 8,550
Low 8,350 8,395 45 0.5% 8,350
Close 8,460 8,415 -45 -0.5% 8,415
Range 115 85 -30 -26.1% 200
ATR 116 114 -2 -1.9% 0
Volume 1,928 1,624 -304 -15.8% 6,867
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,685 8,635 8,462
R3 8,600 8,550 8,439
R2 8,515 8,515 8,431
R1 8,465 8,465 8,423 8,448
PP 8,430 8,430 8,430 8,421
S1 8,380 8,380 8,407 8,363
S2 8,345 8,345 8,400
S3 8,260 8,295 8,392
S4 8,175 8,210 8,368
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 9,038 8,927 8,525
R3 8,838 8,727 8,470
R2 8,638 8,638 8,452
R1 8,527 8,527 8,433 8,483
PP 8,438 8,438 8,438 8,416
S1 8,327 8,327 8,397 8,283
S2 8,238 8,238 8,378
S3 8,038 8,127 8,360
S4 7,838 7,927 8,305
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% 97 1.2% 31% False False 1,642
10 8,560 8,275 285 3.4% 109 1.3% 49% False False 2,497
20 8,755 8,275 480 5.7% 120 1.4% 29% False False 3,783
40 8,800 8,110 690 8.2% 85 1.0% 44% False False 1,920
60 9,075 8,110 965 11.5% 62 0.7% 32% False False 1,285
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 8,841
2.618 8,703
1.618 8,618
1.000 8,565
0.618 8,533
HIGH 8,480
0.618 8,448
0.500 8,438
0.382 8,428
LOW 8,395
0.618 8,343
1.000 8,310
1.618 8,258
2.618 8,173
4.250 8,034
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 8,438 8,415
PP 8,430 8,415
S1 8,423 8,415

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

View Archives - Comment on this page... - Back to Index of Symbols