NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 8,575 8,570 -5 -0.1% 8,480
High 8,600 8,590 -10 -0.1% 8,550
Low 8,540 8,505 -35 -0.4% 8,350
Close 8,570 8,530 -40 -0.5% 8,415
Range 60 85 25 41.7% 200
ATR 119 116 -2 -2.0% 0
Volume 4,384 3,497 -887 -20.2% 6,867
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 8,797 8,748 8,577
R3 8,712 8,663 8,554
R2 8,627 8,627 8,546
R1 8,578 8,578 8,538 8,560
PP 8,542 8,542 8,542 8,533
S1 8,493 8,493 8,522 8,475
S2 8,457 8,457 8,515
S3 8,372 8,408 8,507
S4 8,287 8,323 8,483
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% 90 1.1% 72% False False 2,772
10 8,600 8,325 275 3.2% 104 1.2% 75% False False 2,592
20 8,725 8,275 450 5.3% 118 1.4% 57% False False 3,787
40 8,775 8,110 665 7.8% 88 1.0% 63% False False 2,117
60 9,075 8,110 965 11.3% 65 0.8% 44% False False 1,416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,951
2.618 8,813
1.618 8,728
1.000 8,675
0.618 8,643
HIGH 8,590
0.618 8,558
0.500 8,548
0.382 8,538
LOW 8,505
0.618 8,453
1.000 8,420
1.618 8,368
2.618 8,283
4.250 8,144
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 8,548 8,519
PP 8,542 8,508
S1 8,536 8,498

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

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