NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 9,230 9,365 135 1.5% 8,955
High 9,385 9,500 115 1.2% 9,500
Low 9,215 9,365 150 1.6% 8,940
Close 9,375 9,485 110 1.2% 9,485
Range 170 135 -35 -20.6% 560
ATR 112 113 2 1.5% 0
Volume 10,484 7,985 -2,499 -23.8% 41,465
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 9,855 9,805 9,559
R3 9,720 9,670 9,522
R2 9,585 9,585 9,510
R1 9,535 9,535 9,498 9,560
PP 9,450 9,450 9,450 9,463
S1 9,400 9,400 9,473 9,425
S2 9,315 9,315 9,460
S3 9,180 9,265 9,448
S4 9,045 9,130 9,411
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 10,988 10,797 9,793
R3 10,428 10,237 9,639
R2 9,868 9,868 9,588
R1 9,677 9,677 9,536 9,773
PP 9,308 9,308 9,308 9,356
S1 9,117 9,117 9,434 9,213
S2 8,748 8,748 9,382
S3 8,188 8,557 9,331
S4 7,628 7,997 9,177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,500 8,940 560 5.9% 148 1.6% 97% True False 8,293
10 9,500 8,880 620 6.5% 118 1.2% 98% True False 6,520
20 9,500 8,745 755 8.0% 101 1.1% 98% True False 5,518
40 9,500 8,300 1,200 12.7% 103 1.1% 99% True False 4,634
60 9,500 8,110 1,390 14.7% 106 1.1% 99% True False 4,124
80 9,500 8,110 1,390 14.7% 87 0.9% 99% True False 3,098
100 9,500 8,110 1,390 14.7% 72 0.8% 99% True False 2,479
Crabel Price Patterns
NR True
NR4 True
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 18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,074
2.618 9,854
1.618 9,719
1.000 9,635
0.618 9,584
HIGH 9,500
0.618 9,449
0.500 9,433
0.382 9,417
LOW 9,365
0.618 9,282
1.000 9,230
1.618 9,147
2.618 9,012
4.250 8,791
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 9,468 9,424
PP 9,450 9,363
S1 9,433 9,303

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

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