NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 8,825 8,775 -50 -0.6% 8,770
High 8,835 8,840 5 0.1% 8,920
Low 8,750 8,770 20 0.2% 8,745
Close 8,770 8,810 40 0.5% 8,835
Range 85 70 -15 -17.6% 175
ATR 103 101 -2 -2.3% 0
Volume 5,668 3,928 -1,740 -30.7% 21,977
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 9,017 8,983 8,849
R3 8,947 8,913 8,829
R2 8,877 8,877 8,823
R1 8,843 8,843 8,817 8,860
PP 8,807 8,807 8,807 8,815
S1 8,773 8,773 8,804 8,790
S2 8,737 8,737 8,797
S3 8,667 8,703 8,791
S4 8,597 8,633 8,772
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 8,750 170 1.9% 84 1.0% 35% False False 4,755
10 8,920 8,465 455 5.2% 95 1.1% 76% False False 4,751
20 8,920 8,300 620 7.0% 97 1.1% 82% False False 4,600
40 8,920 8,275 645 7.3% 109 1.2% 83% False False 4,191
60 8,920 8,110 810 9.2% 89 1.0% 86% False False 2,813
80 9,075 8,110 965 11.0% 71 0.8% 73% False False 2,113
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 True
Bear Hook False
Bull Hook False
Stretch 19
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,138
2.618 9,023
1.618 8,953
1.000 8,910
0.618 8,883
HIGH 8,840
0.618 8,813
0.500 8,805
0.382 8,797
LOW 8,770
0.618 8,727
1.000 8,700
1.618 8,657
2.618 8,587
4.250 8,473
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 8,808 8,820
PP 8,807 8,817
S1 8,805 8,813

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

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