NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 8,490 8,595 105 1.2% 8,350
High 8,625 8,745 120 1.4% 8,505
Low 8,465 8,585 120 1.4% 8,300
Close 8,590 8,730 140 1.6% 8,470
Range 160 160 0 0.0% 205
ATR 115 118 3 2.8% 0
Volume 6,364 5,071 -1,293 -20.3% 22,271
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 9,167 9,108 8,818
R3 9,007 8,948 8,774
R2 8,847 8,847 8,759
R1 8,788 8,788 8,745 8,818
PP 8,687 8,687 8,687 8,701
S1 8,628 8,628 8,715 8,658
S2 8,527 8,527 8,701
S3 8,367 8,468 8,686
S4 8,207 8,308 8,642
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 8,745 8,355 390 4.5% 132 1.5% 96% True False 6,092
10 8,745 8,300 445 5.1% 116 1.3% 97% True False 4,804
20 8,745 8,300 445 5.1% 110 1.3% 97% True False 3,698
40 8,755 8,110 645 7.4% 109 1.3% 96% False False 3,316
60 9,075 8,110 965 11.1% 81 0.9% 64% False False 2,216
80 9,075 8,110 965 11.1% 63 0.7% 64% False False 1,663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18
Fibonacci Retracements and Extensions
4.250 9,425
2.618 9,164
1.618 9,004
1.000 8,905
0.618 8,844
HIGH 8,745
0.618 8,684
0.500 8,665
0.382 8,646
LOW 8,585
0.618 8,486
1.000 8,425
1.618 8,326
2.618 8,166
4.250 7,905
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 8,708 8,670
PP 8,687 8,610
S1 8,665 8,550

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

View Archives - Comment on this page... - Back to Index of Symbols