NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 8,450 8,440 -10 -0.1% 8,575
High 8,460 8,455 -5 -0.1% 8,600
Low 8,415 8,370 -45 -0.5% 8,350
Close 8,450 8,420 -30 -0.4% 8,360
Range 45 85 40 88.9% 250
ATR 110 109 -2 -1.6% 0
Volume 4,083 5,830 1,747 42.8% 16,103
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 8,670 8,630 8,467
R3 8,585 8,545 8,444
R2 8,500 8,500 8,436
R1 8,460 8,460 8,428 8,438
PP 8,415 8,415 8,415 8,404
S1 8,375 8,375 8,412 8,353
S2 8,330 8,330 8,405
S3 8,245 8,290 8,397
S4 8,160 8,205 8,373
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 8,505 8,300 205 2.4% 101 1.2% 59% False False 3,873
10 8,600 8,300 300 3.6% 93 1.1% 40% False False 3,484
20 8,600 8,275 325 3.9% 99 1.2% 45% False False 3,269
40 8,755 8,110 645 7.7% 98 1.2% 48% False False 2,701
60 9,075 8,110 965 11.5% 71 0.8% 32% False False 1,806
80 9,075 8,110 965 11.5% 56 0.7% 32% False False 1,355
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,816
2.618 8,678
1.618 8,593
1.000 8,540
0.618 8,508
HIGH 8,455
0.618 8,423
0.500 8,413
0.382 8,403
LOW 8,370
0.618 8,318
1.000 8,285
1.618 8,233
2.618 8,148
4.250 8,009
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 8,418 8,420
PP 8,415 8,420
S1 8,413 8,420

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

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