NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 8,595 8,720 125 1.5% 8,455
High 8,745 8,790 45 0.5% 8,790
Low 8,585 8,715 130 1.5% 8,355
Close 8,730 8,775 45 0.5% 8,775
Range 160 75 -85 -53.1% 435
ATR 118 115 -3 -2.6% 0
Volume 5,071 4,505 -566 -11.2% 22,057
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 8,985 8,955 8,816
R3 8,910 8,880 8,796
R2 8,835 8,835 8,789
R1 8,805 8,805 8,782 8,820
PP 8,760 8,760 8,760 8,768
S1 8,730 8,730 8,768 8,745
S2 8,685 8,685 8,761
S3 8,610 8,655 8,755
S4 8,535 8,580 8,734
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 9,945 9,795 9,014
R3 9,510 9,360 8,895
R2 9,075 9,075 8,855
R1 8,925 8,925 8,815 9,000
PP 8,640 8,640 8,640 8,678
S1 8,490 8,490 8,735 8,565
S2 8,205 8,205 8,695
S3 7,770 8,055 8,656
S4 7,335 7,620 8,536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,790 8,355 435 5.0% 130 1.5% 97% True False 5,827
10 8,790 8,300 490 5.6% 116 1.3% 97% True False 4,850
20 8,790 8,300 490 5.6% 105 1.2% 97% True False 3,750
40 8,790 8,110 680 7.7% 109 1.2% 98% True False 3,428
60 9,075 8,110 965 11.0% 82 0.9% 69% False False 2,291
80 9,075 8,110 965 11.0% 64 0.7% 69% False False 1,719
Crabel Price Patterns
NR True
NR4 True
NR5 True
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
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9,109
2.618 8,986
1.618 8,911
1.000 8,865
0.618 8,836
HIGH 8,790
0.618 8,761
0.500 8,753
0.382 8,744
LOW 8,715
0.618 8,669
1.000 8,640
1.618 8,594
2.618 8,519
4.250 8,396
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 8,768 8,726
PP 8,760 8,677
S1 8,753 8,628

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

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