NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 8,770 8,805 35 0.4% 8,455
High 8,820 8,820 0 0.0% 8,790
Low 8,745 8,760 15 0.2% 8,355
Close 8,800 8,815 15 0.2% 8,775
Range 75 60 -15 -20.0% 435
ATR 112 108 -4 -3.3% 0
Volume 3,771 4,026 255 6.8% 22,057
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 8,978 8,957 8,848
R3 8,918 8,897 8,832
R2 8,858 8,858 8,826
R1 8,837 8,837 8,821 8,848
PP 8,798 8,798 8,798 8,804
S1 8,777 8,777 8,810 8,788
S2 8,738 8,738 8,804
S3 8,678 8,717 8,799
S4 8,618 8,657 8,782
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 8,465 355 4.0% 106 1.2% 99% True False 4,747
10 8,820 8,355 465 5.3% 104 1.2% 99% True False 4,944
20 8,820 8,300 520 5.9% 100 1.1% 99% True False 3,822
40 8,820 8,110 710 8.1% 112 1.3% 99% True False 3,622
60 9,075 8,110 965 10.9% 83 0.9% 73% False False 2,421
80 9,075 8,110 965 10.9% 66 0.7% 73% False False 1,817
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 9,075
2.618 8,977
1.618 8,917
1.000 8,880
0.618 8,857
HIGH 8,820
0.618 8,797
0.500 8,790
0.382 8,783
LOW 8,760
0.618 8,723
1.000 8,700
1.618 8,663
2.618 8,603
4.250 8,505
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 8,807 8,799
PP 8,798 8,783
S1 8,790 8,768

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

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