NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 8,455 8,490 35 0.4% 8,350
High 8,510 8,625 115 1.4% 8,505
Low 8,355 8,465 110 1.3% 8,300
Close 8,480 8,590 110 1.3% 8,470
Range 155 160 5 3.2% 205
ATR 111 115 3 3.1% 0
Volume 6,117 6,364 247 4.0% 22,271
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 9,040 8,975 8,678
R3 8,880 8,815 8,634
R2 8,720 8,720 8,619
R1 8,655 8,655 8,605 8,688
PP 8,560 8,560 8,560 8,576
S1 8,495 8,495 8,575 8,528
S2 8,400 8,400 8,561
S3 8,240 8,335 8,546
S4 8,080 8,175 8,502
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 8,625 8,355 270 3.1% 109 1.3% 87% True False 5,894
10 8,625 8,300 325 3.8% 108 1.3% 89% True False 4,647
20 8,625 8,275 350 4.1% 107 1.2% 90% True False 3,598
40 8,755 8,110 645 7.5% 107 1.2% 74% False False 3,189
60 9,075 8,110 965 11.2% 78 0.9% 50% False False 2,132
80 9,075 8,110 965 11.2% 61 0.7% 50% False False 1,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 9,305
2.618 9,044
1.618 8,884
1.000 8,785
0.618 8,724
HIGH 8,625
0.618 8,564
0.500 8,545
0.382 8,526
LOW 8,465
0.618 8,366
1.000 8,305
1.618 8,206
2.618 8,046
4.250 7,785
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 8,575 8,557
PP 8,560 8,523
S1 8,545 8,490

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

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