NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 8,360 8,450 90 1.1% 8,575
High 8,480 8,460 -20 -0.2% 8,600
Low 8,360 8,415 55 0.7% 8,350
Close 8,445 8,450 5 0.1% 8,360
Range 120 45 -75 -62.5% 250
ATR 115 110 -5 -4.4% 0
Volume 2,595 4,083 1,488 57.3% 16,103
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 8,577 8,558 8,475
R3 8,532 8,513 8,463
R2 8,487 8,487 8,458
R1 8,468 8,468 8,454 8,473
PP 8,442 8,442 8,442 8,444
S1 8,423 8,423 8,446 8,428
S2 8,397 8,397 8,442
S3 8,352 8,378 8,438
S4 8,307 8,333 8,425
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 8,530 8,300 230 2.7% 99 1.2% 65% False False 3,516
10 8,600 8,300 300 3.6% 95 1.1% 50% False False 3,144
20 8,620 8,275 345 4.1% 103 1.2% 51% False False 3,155
40 8,755 8,110 645 7.6% 97 1.1% 53% False False 2,556
60 9,075 8,110 965 11.4% 70 0.8% 35% False False 1,709
80 9,075 8,110 965 11.4% 55 0.6% 35% False False 1,282
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 8,651
2.618 8,578
1.618 8,533
1.000 8,505
0.618 8,488
HIGH 8,460
0.618 8,443
0.500 8,438
0.382 8,432
LOW 8,415
0.618 8,387
1.000 8,370
1.618 8,342
2.618 8,297
4.250 8,224
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 8,446 8,430
PP 8,442 8,410
S1 8,438 8,390

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

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