NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 8,415 8,455 40 0.5% 8,350
High 8,505 8,510 5 0.1% 8,505
Low 8,405 8,355 -50 -0.6% 8,300
Close 8,470 8,480 10 0.1% 8,470
Range 100 155 55 55.0% 205
ATR 108 111 3 3.1% 0
Volume 7,079 6,117 -962 -13.6% 22,271
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 8,913 8,852 8,565
R3 8,758 8,697 8,523
R2 8,603 8,603 8,509
R1 8,542 8,542 8,494 8,573
PP 8,448 8,448 8,448 8,464
S1 8,387 8,387 8,466 8,418
S2 8,293 8,293 8,452
S3 8,138 8,232 8,438
S4 7,983 8,077 8,395
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 8,510 8,355 155 1.8% 101 1.2% 81% True True 5,140
10 8,600 8,300 300 3.5% 98 1.2% 60% False False 4,449
20 8,600 8,275 325 3.8% 103 1.2% 63% False False 3,473
40 8,755 8,110 645 7.6% 104 1.2% 57% False False 3,031
60 9,075 8,110 965 11.4% 76 0.9% 38% False False 2,026
80 9,075 8,110 965 11.4% 59 0.7% 38% False False 1,520
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 19
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9,169
2.618 8,916
1.618 8,761
1.000 8,665
0.618 8,606
HIGH 8,510
0.618 8,451
0.500 8,433
0.382 8,414
LOW 8,355
0.618 8,259
1.000 8,200
1.618 8,104
2.618 7,949
4.250 7,696
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 8,464 8,464
PP 8,448 8,448
S1 8,433 8,433

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

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