NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 8,505 8,350 -155 -1.8% 8,575
High 8,505 8,400 -105 -1.2% 8,600
Low 8,350 8,300 -50 -0.6% 8,350
Close 8,360 8,360 0 0.0% 8,360
Range 155 100 -55 -35.5% 250
ATR 116 115 -1 -1.0% 0
Volume 4,175 2,684 -1,491 -35.7% 16,103
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 8,653 8,607 8,415
R3 8,553 8,507 8,388
R2 8,453 8,453 8,378
R1 8,407 8,407 8,369 8,430
PP 8,353 8,353 8,353 8,365
S1 8,307 8,307 8,351 8,330
S2 8,253 8,253 8,342
S3 8,153 8,207 8,333
S4 8,053 8,107 8,305
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 8,300 300 3.6% 95 1.1% 20% False True 3,757
10 8,600 8,300 300 3.6% 96 1.1% 20% False True 2,700
20 8,685 8,275 410 4.9% 112 1.3% 21% False False 3,143
40 8,755 8,110 645 7.7% 94 1.1% 39% False False 2,389
60 9,075 8,110 965 11.5% 67 0.8% 26% False False 1,598
80 9,075 8,110 965 11.5% 53 0.6% 26% False False 1,199
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 21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,825
2.618 8,662
1.618 8,562
1.000 8,500
0.618 8,462
HIGH 8,400
0.618 8,362
0.500 8,350
0.382 8,338
LOW 8,300
0.618 8,238
1.000 8,200
1.618 8,138
2.618 8,038
4.250 7,875
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 8,357 8,415
PP 8,353 8,397
S1 8,350 8,378

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

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