NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 03-Jan-2012 Change Change % Previous Week
Open 8,455 8,575 120 1.4% 8,480
High 8,480 8,600 120 1.4% 8,550
Low 8,395 8,540 145 1.7% 8,350
Close 8,415 8,570 155 1.8% 8,415
Range 85 60 -25 -29.4% 200
ATR 114 119 5 4.5% 0
Volume 1,624 4,384 2,760 170.0% 6,867
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 8,750 8,720 8,603
R3 8,690 8,660 8,587
R2 8,630 8,630 8,581
R1 8,600 8,600 8,576 8,585
PP 8,570 8,570 8,570 8,563
S1 8,540 8,540 8,565 8,525
S2 8,510 8,510 8,559
S3 8,450 8,480 8,554
S4 8,390 8,420 8,537
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 8,600 8,350 250 2.9% 94 1.1% 88% True False 2,250
10 8,600 8,275 325 3.8% 105 1.2% 91% True False 2,550
20 8,730 8,275 455 5.3% 118 1.4% 65% False False 3,949
40 8,775 8,110 665 7.8% 86 1.0% 69% False False 2,030
60 9,075 8,110 965 11.3% 63 0.7% 48% False False 1,358
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 23 trading days
Fibonacci Retracements and Extensions
4.250 8,855
2.618 8,757
1.618 8,697
1.000 8,660
0.618 8,637
HIGH 8,600
0.618 8,577
0.500 8,570
0.382 8,563
LOW 8,540
0.618 8,503
1.000 8,480
1.618 8,443
2.618 8,383
4.250 8,285
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 8,570 8,538
PP 8,570 8,507
S1 8,570 8,475

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

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