NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 8,775 8,815 40 0.5% 8,770
High 8,840 8,905 65 0.7% 8,920
Low 8,770 8,775 5 0.1% 8,745
Close 8,810 8,860 50 0.6% 8,835
Range 70 130 60 85.7% 175
ATR 101 103 2 2.1% 0
Volume 3,928 4,870 942 24.0% 21,977
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 9,237 9,178 8,932
R3 9,107 9,048 8,896
R2 8,977 8,977 8,884
R1 8,918 8,918 8,872 8,948
PP 8,847 8,847 8,847 8,861
S1 8,788 8,788 8,848 8,818
S2 8,717 8,717 8,836
S3 8,587 8,658 8,824
S4 8,457 8,528 8,789
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% 90 1.0% 65% False False 4,572
10 8,920 8,585 335 3.8% 92 1.0% 82% False False 4,601
20 8,920 8,300 620 7.0% 100 1.1% 90% False False 4,624
40 8,920 8,275 645 7.3% 109 1.2% 91% False False 4,286
60 8,920 8,110 810 9.1% 91 1.0% 93% False False 2,894
80 9,075 8,110 965 10.9% 73 0.8% 78% False False 2,174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 20
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 9,458
2.618 9,245
1.618 9,115
1.000 9,035
0.618 8,985
HIGH 8,905
0.618 8,855
0.500 8,840
0.382 8,825
LOW 8,775
0.618 8,695
1.000 8,645
1.618 8,565
2.618 8,435
4.250 8,223
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 8,853 8,849
PP 8,847 8,838
S1 8,840 8,828

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

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