NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 8,350 8,360 10 0.1% 8,575
High 8,400 8,480 80 1.0% 8,600
Low 8,300 8,360 60 0.7% 8,350
Close 8,360 8,445 85 1.0% 8,360
Range 100 120 20 20.0% 250
ATR 115 115 0 0.3% 0
Volume 2,684 2,595 -89 -3.3% 16,103
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 8,788 8,737 8,511
R3 8,668 8,617 8,478
R2 8,548 8,548 8,467
R1 8,497 8,497 8,456 8,523
PP 8,428 8,428 8,428 8,441
S1 8,377 8,377 8,434 8,403
S2 8,308 8,308 8,423
S3 8,188 8,257 8,412
S4 8,068 8,137 8,379
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 8,590 8,300 290 3.4% 107 1.3% 50% False False 3,399
10 8,600 8,300 300 3.6% 101 1.2% 48% False False 2,824
20 8,685 8,275 410 4.9% 110 1.3% 41% False False 3,122
40 8,755 8,110 645 7.6% 96 1.1% 52% False False 2,454
60 9,075 8,110 965 11.4% 69 0.8% 35% False False 1,641
80 9,075 8,110 965 11.4% 54 0.6% 35% False False 1,231
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,990
2.618 8,794
1.618 8,674
1.000 8,600
0.618 8,554
HIGH 8,480
0.618 8,434
0.500 8,420
0.382 8,406
LOW 8,360
0.618 8,286
1.000 8,240
1.618 8,166
2.618 8,046
4.250 7,850
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 8,437 8,431
PP 8,428 8,417
S1 8,420 8,403

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

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