NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 9,115 9,230 115 1.3% 8,930
High 9,310 9,385 75 0.8% 9,045
Low 9,105 9,215 110 1.2% 8,880
Close 9,240 9,375 135 1.5% 8,940
Range 205 170 -35 -17.1% 165
ATR 107 112 4 4.2% 0
Volume 13,186 10,484 -2,702 -20.5% 23,742
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 9,835 9,775 9,469
R3 9,665 9,605 9,422
R2 9,495 9,495 9,406
R1 9,435 9,435 9,391 9,465
PP 9,325 9,325 9,325 9,340
S1 9,265 9,265 9,360 9,295
S2 9,155 9,155 9,344
S3 8,985 9,095 9,328
S4 8,815 8,925 9,282
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 9,450 9,360 9,031
R3 9,285 9,195 8,986
R2 9,120 9,120 8,970
R1 9,030 9,030 8,955 9,075
PP 8,955 8,955 8,955 8,978
S1 8,865 8,865 8,925 8,910
S2 8,790 8,790 8,910
S3 8,625 8,700 8,895
S4 8,460 8,535 8,849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,385 8,900 485 5.2% 147 1.6% 98% True False 7,747
10 9,385 8,830 555 5.9% 116 1.2% 98% True False 6,278
20 9,385 8,715 670 7.1% 98 1.0% 99% True False 5,344
40 9,385 8,300 1,085 11.6% 104 1.1% 99% True False 4,521
60 9,385 8,110 1,275 13.6% 106 1.1% 99% True False 3,992
80 9,385 8,110 1,275 13.6% 85 0.9% 99% True False 2,998
100 9,385 8,110 1,275 13.6% 70 0.7% 99% True False 2,399
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,108
2.618 9,830
1.618 9,660
1.000 9,555
0.618 9,490
HIGH 9,385
0.618 9,320
0.500 9,300
0.382 9,280
LOW 9,215
0.618 9,110
1.000 9,045
1.618 8,940
2.618 8,770
4.250 8,493
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 9,350 9,309
PP 9,325 9,243
S1 9,300 9,178

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

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