NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 8,885 8,875 -10 -0.1% 8,825
High 8,905 8,950 45 0.5% 8,950
Low 8,860 8,830 -30 -0.3% 8,750
Close 8,870 8,915 45 0.5% 8,915
Range 45 120 75 166.7% 200
ATR 99 100 2 1.6% 0
Volume 3,149 5,562 2,413 76.6% 23,177
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 9,258 9,207 8,981
R3 9,138 9,087 8,948
R2 9,018 9,018 8,937
R1 8,967 8,967 8,926 8,993
PP 8,898 8,898 8,898 8,911
S1 8,847 8,847 8,904 8,873
S2 8,778 8,778 8,893
S3 8,658 8,727 8,882
S4 8,538 8,607 8,849
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 9,472 9,393 9,025
R3 9,272 9,193 8,970
R2 9,072 9,072 8,952
R1 8,993 8,993 8,933 9,033
PP 8,872 8,872 8,872 8,891
S1 8,793 8,793 8,897 8,833
S2 8,672 8,672 8,878
S3 8,472 8,593 8,860
S4 8,272 8,393 8,805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,950 8,750 200 2.2% 90 1.0% 83% True False 4,635
10 8,950 8,745 205 2.3% 85 1.0% 83% True False 4,515
20 8,950 8,300 650 7.3% 100 1.1% 95% True False 4,682
40 8,950 8,275 675 7.6% 108 1.2% 95% True False 4,101
60 8,950 8,110 840 9.4% 93 1.0% 96% True False 3,039
80 9,075 8,110 965 10.8% 75 0.8% 83% False False 2,283
100 9,075 8,110 965 10.8% 60 0.7% 83% False False 1,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,460
2.618 9,264
1.618 9,144
1.000 9,070
0.618 9,024
HIGH 8,950
0.618 8,904
0.500 8,890
0.382 8,876
LOW 8,830
0.618 8,756
1.000 8,710
1.618 8,636
2.618 8,516
4.250 8,320
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 8,907 8,898
PP 8,898 8,880
S1 8,890 8,863

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

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