NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 8,720 8,770 50 0.6% 8,455
High 8,790 8,820 30 0.3% 8,790
Low 8,715 8,745 30 0.3% 8,355
Close 8,775 8,800 25 0.3% 8,775
Range 75 75 0 0.0% 435
ATR 115 112 -3 -2.5% 0
Volume 4,505 3,771 -734 -16.3% 22,057
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 9,013 8,982 8,841
R3 8,938 8,907 8,821
R2 8,863 8,863 8,814
R1 8,832 8,832 8,807 8,848
PP 8,788 8,788 8,788 8,796
S1 8,757 8,757 8,793 8,773
S2 8,713 8,713 8,786
S3 8,638 8,682 8,780
S4 8,563 8,607 8,759
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 8,820 8,355 465 5.3% 125 1.4% 96% True False 5,165
10 8,820 8,300 520 5.9% 108 1.2% 96% True False 4,809
20 8,820 8,300 520 5.9% 103 1.2% 96% True False 3,778
40 8,820 8,110 710 8.1% 110 1.3% 97% True False 3,522
60 9,075 8,110 965 11.0% 83 0.9% 72% False False 2,354
80 9,075 8,110 965 11.0% 65 0.7% 72% False False 1,766
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 21
Fibonacci Retracements and Extensions
4.250 9,139
2.618 9,016
1.618 8,941
1.000 8,895
0.618 8,866
HIGH 8,820
0.618 8,791
0.500 8,783
0.382 8,774
LOW 8,745
0.618 8,699
1.000 8,670
1.618 8,624
2.618 8,549
4.250 8,426
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 8,794 8,768
PP 8,788 8,735
S1 8,783 8,703

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

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