NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 8,880 8,855 -25 -0.3% 8,770
High 8,920 8,890 -30 -0.3% 8,920
Low 8,840 8,805 -35 -0.4% 8,745
Close 8,865 8,835 -30 -0.3% 8,835
Range 80 85 5 6.3% 175
ATR 106 104 -1 -1.4% 0
Volume 4,937 3,460 -1,477 -29.9% 21,977
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 9,098 9,052 8,882
R3 9,013 8,967 8,859
R2 8,928 8,928 8,851
R1 8,882 8,882 8,843 8,863
PP 8,843 8,843 8,843 8,834
S1 8,797 8,797 8,827 8,778
S2 8,758 8,758 8,820
S3 8,673 8,712 8,812
S4 8,588 8,627 8,788
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 9,358 9,272 8,931
R3 9,183 9,097 8,883
R2 9,008 9,008 8,867
R1 8,922 8,922 8,851 8,965
PP 8,833 8,833 8,833 8,855
S1 8,747 8,747 8,819 8,790
S2 8,658 8,658 8,803
S3 8,483 8,572 8,787
S4 8,308 8,397 8,739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,920 8,745 175 2.0% 80 0.9% 51% False False 4,395
10 8,920 8,355 565 6.4% 105 1.2% 85% False False 5,111
20 8,920 8,300 620 7.0% 99 1.1% 86% False False 4,298
40 8,920 8,275 645 7.3% 113 1.3% 87% False False 3,974
60 8,920 8,110 810 9.2% 87 1.0% 90% False False 2,657
80 9,075 8,110 965 10.9% 69 0.8% 75% False False 1,994
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,251
2.618 9,113
1.618 9,028
1.000 8,975
0.618 8,943
HIGH 8,890
0.618 8,858
0.500 8,848
0.382 8,838
LOW 8,805
0.618 8,753
1.000 8,720
1.618 8,668
2.618 8,583
4.250 8,444
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 8,848 8,863
PP 8,843 8,853
S1 8,839 8,844

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

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