NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 9,365 9,500 135 1.4% 8,955
High 9,500 9,560 60 0.6% 9,500
Low 9,365 9,435 70 0.7% 8,940
Close 9,485 9,480 -5 -0.1% 9,485
Range 135 125 -10 -7.4% 560
ATR 113 114 1 0.7% 0
Volume 7,985 6,755 -1,230 -15.4% 41,465
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 9,867 9,798 9,549
R3 9,742 9,673 9,515
R2 9,617 9,617 9,503
R1 9,548 9,548 9,492 9,520
PP 9,492 9,492 9,492 9,478
S1 9,423 9,423 9,469 9,395
S2 9,367 9,367 9,457
S3 9,242 9,298 9,446
S4 9,117 9,173 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 9,560 8,970 590 6.2% 155 1.6% 86% True False 8,865
10 9,560 8,900 660 7.0% 123 1.3% 88% True False 6,845
20 9,560 8,750 810 8.5% 104 1.1% 90% True False 5,667
40 9,560 8,300 1,260 13.3% 104 1.1% 94% True False 4,723
60 9,560 8,110 1,450 15.3% 108 1.1% 94% True False 4,237
80 9,560 8,110 1,450 15.3% 89 0.9% 94% True False 3,182
100 9,560 8,110 1,450 15.3% 73 0.8% 94% True False 2,546
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 22
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,091
2.618 9,887
1.618 9,762
1.000 9,685
0.618 9,637
HIGH 9,560
0.618 9,512
0.500 9,498
0.382 9,483
LOW 9,435
0.618 9,358
1.000 9,310
1.618 9,233
2.618 9,108
4.250 8,904
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 9,498 9,449
PP 9,492 9,418
S1 9,486 9,388

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

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