NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 8,530 8,505 -25 -0.3% 8,575
High 8,530 8,505 -25 -0.3% 8,600
Low 8,455 8,350 -105 -1.2% 8,350
Close 8,505 8,360 -145 -1.7% 8,360
Range 75 155 80 106.7% 250
ATR 113 116 3 2.6% 0
Volume 4,047 4,175 128 3.2% 16,103
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 8,870 8,770 8,445
R3 8,715 8,615 8,403
R2 8,560 8,560 8,389
R1 8,460 8,460 8,374 8,433
PP 8,405 8,405 8,405 8,391
S1 8,305 8,305 8,346 8,278
S2 8,250 8,250 8,332
S3 8,095 8,150 8,318
S4 7,940 7,995 8,275
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 9,187 9,023 8,498
R3 8,937 8,773 8,429
R2 8,687 8,687 8,406
R1 8,523 8,523 8,383 8,480
PP 8,437 8,437 8,437 8,415
S1 8,273 8,273 8,337 8,230
S2 8,187 8,187 8,314
S3 7,937 8,023 8,291
S4 7,687 7,773 8,223
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 3.0% 92 1.1% 4% False True 3,545
10 8,600 8,350 250 3.0% 99 1.2% 4% False True 2,747
20 8,720 8,275 445 5.3% 117 1.4% 19% False False 3,348
40 8,755 8,110 645 7.7% 92 1.1% 39% False False 2,322
60 9,075 8,110 965 11.5% 69 0.8% 26% False False 1,553
80 9,075 8,110 965 11.5% 52 0.6% 26% False False 1,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 9,164
2.618 8,911
1.618 8,756
1.000 8,660
0.618 8,601
HIGH 8,505
0.618 8,446
0.500 8,428
0.382 8,409
LOW 8,350
0.618 8,254
1.000 8,195
1.618 8,099
2.618 7,944
4.250 7,691
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 8,428 8,470
PP 8,405 8,433
S1 8,383 8,397

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

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