NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 8,815 8,885 70 0.8% 8,770
High 8,905 8,905 0 0.0% 8,920
Low 8,775 8,860 85 1.0% 8,745
Close 8,860 8,870 10 0.1% 8,835
Range 130 45 -85 -65.4% 175
ATR 103 99 -4 -4.0% 0
Volume 4,870 3,149 -1,721 -35.3% 21,977
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 9,013 8,987 8,895
R3 8,968 8,942 8,883
R2 8,923 8,923 8,878
R1 8,897 8,897 8,874 8,888
PP 8,878 8,878 8,878 8,874
S1 8,852 8,852 8,866 8,843
S2 8,833 8,833 8,862
S3 8,788 8,807 8,858
S4 8,743 8,762 8,845
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 8,905 8,750 155 1.7% 83 0.9% 77% True False 4,215
10 8,920 8,715 205 2.3% 81 0.9% 76% False False 4,409
20 8,920 8,300 620 7.0% 98 1.1% 92% False False 4,607
40 8,920 8,275 645 7.3% 108 1.2% 92% False False 4,197
60 8,920 8,110 810 9.1% 91 1.0% 94% False False 2,947
80 9,075 8,110 965 10.9% 73 0.8% 79% False False 2,214
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 21
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 9,096
2.618 9,023
1.618 8,978
1.000 8,950
0.618 8,933
HIGH 8,905
0.618 8,888
0.500 8,883
0.382 8,877
LOW 8,860
0.618 8,832
1.000 8,815
1.618 8,787
2.618 8,742
4.250 8,669
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 8,883 8,859
PP 8,878 8,848
S1 8,874 8,838

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

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