NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 8,440 8,415 -25 -0.3% 8,350
High 8,455 8,505 50 0.6% 8,505
Low 8,370 8,405 35 0.4% 8,300
Close 8,420 8,470 50 0.6% 8,470
Range 85 100 15 17.6% 205
ATR 109 108 -1 -0.6% 0
Volume 5,830 7,079 1,249 21.4% 22,271
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 8,760 8,715 8,525
R3 8,660 8,615 8,498
R2 8,560 8,560 8,488
R1 8,515 8,515 8,479 8,538
PP 8,460 8,460 8,460 8,471
S1 8,415 8,415 8,461 8,438
S2 8,360 8,360 8,452
S3 8,260 8,315 8,443
S4 8,160 8,215 8,415
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 9,040 8,960 8,583
R3 8,835 8,755 8,527
R2 8,630 8,630 8,508
R1 8,550 8,550 8,489 8,590
PP 8,425 8,425 8,425 8,445
S1 8,345 8,345 8,451 8,385
S2 8,220 8,220 8,433
S3 8,015 8,140 8,414
S4 7,810 7,935 8,357
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% 90 1.1% 83% True False 4,454
10 8,600 8,300 300 3.5% 91 1.1% 57% False False 3,999
20 8,600 8,275 325 3.8% 99 1.2% 60% False False 3,432
40 8,755 8,110 645 7.6% 101 1.2% 56% False False 2,878
60 9,075 8,110 965 11.4% 73 0.9% 37% False False 1,924
80 9,075 8,110 965 11.4% 57 0.7% 37% False False 1,444
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,930
2.618 8,767
1.618 8,667
1.000 8,605
0.618 8,567
HIGH 8,505
0.618 8,467
0.500 8,455
0.382 8,443
LOW 8,405
0.618 8,343
1.000 8,305
1.618 8,243
2.618 8,143
4.250 7,980
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 8,465 8,459
PP 8,460 8,448
S1 8,455 8,438

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

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