NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 8,570 8,530 -40 -0.5% 8,480
High 8,590 8,530 -60 -0.7% 8,550
Low 8,505 8,455 -50 -0.6% 8,350
Close 8,530 8,505 -25 -0.3% 8,415
Range 85 75 -10 -11.8% 200
ATR 116 113 -3 -2.5% 0
Volume 3,497 4,047 550 15.7% 6,867
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 8,722 8,688 8,546
R3 8,647 8,613 8,526
R2 8,572 8,572 8,519
R1 8,538 8,538 8,512 8,518
PP 8,497 8,497 8,497 8,486
S1 8,463 8,463 8,498 8,443
S2 8,422 8,422 8,491
S3 8,347 8,388 8,485
S4 8,272 8,313 8,464
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% 84 1.0% 62% False False 3,096
10 8,600 8,350 250 2.9% 94 1.1% 62% False False 2,651
20 8,725 8,275 450 5.3% 116 1.4% 51% False False 3,519
40 8,775 8,110 665 7.8% 90 1.1% 59% False False 2,218
60 9,075 8,110 965 11.3% 66 0.8% 41% False False 1,483
80 9,075 8,110 965 11.3% 50 0.6% 41% False False 1,113
Crabel Price Patterns
NR True
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 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,849
2.618 8,726
1.618 8,651
1.000 8,605
0.618 8,576
HIGH 8,530
0.618 8,501
0.500 8,493
0.382 8,484
LOW 8,455
0.618 8,409
1.000 8,380
1.618 8,334
2.618 8,259
4.250 8,136
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 8,501 8,528
PP 8,497 8,520
S1 8,493 8,513

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

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