NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 8,825 8,880 55 0.6% 8,455
High 8,910 8,920 10 0.1% 8,790
Low 8,810 8,840 30 0.3% 8,355
Close 8,880 8,865 -15 -0.2% 8,775
Range 100 80 -20 -20.0% 435
ATR 108 106 -2 -1.8% 0
Volume 5,783 4,937 -846 -14.6% 22,057
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 9,115 9,070 8,909
R3 9,035 8,990 8,887
R2 8,955 8,955 8,880
R1 8,910 8,910 8,872 8,893
PP 8,875 8,875 8,875 8,866
S1 8,830 8,830 8,858 8,813
S2 8,795 8,795 8,850
S3 8,715 8,750 8,843
S4 8,635 8,670 8,821
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 8,920 8,715 205 2.3% 78 0.9% 73% True False 4,604
10 8,920 8,355 565 6.4% 105 1.2% 90% True False 5,348
20 8,920 8,300 620 7.0% 100 1.1% 91% True False 4,246
40 8,920 8,275 645 7.3% 112 1.3% 91% True False 3,889
60 9,075 8,110 965 10.9% 85 1.0% 78% False False 2,599
80 9,075 8,110 965 10.9% 68 0.8% 78% False False 1,951
Crabel Price Patterns
NR True
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 22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,260
2.618 9,130
1.618 9,050
1.000 9,000
0.618 8,970
HIGH 8,920
0.618 8,890
0.500 8,880
0.382 8,871
LOW 8,840
0.618 8,791
1.000 8,760
1.618 8,711
2.618 8,631
4.250 8,500
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 8,880 8,857
PP 8,875 8,848
S1 8,870 8,840

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

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