NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 9,500 9,470 -30 -0.3% 8,955
High 9,560 9,610 50 0.5% 9,500
Low 9,435 9,445 10 0.1% 8,940
Close 9,480 9,580 100 1.1% 9,485
Range 125 165 40 32.0% 560
ATR 114 118 4 3.2% 0
Volume 6,755 6,195 -560 -8.3% 41,465
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 10,040 9,975 9,671
R3 9,875 9,810 9,626
R2 9,710 9,710 9,610
R1 9,645 9,645 9,595 9,678
PP 9,545 9,545 9,545 9,561
S1 9,480 9,480 9,565 9,513
S2 9,380 9,380 9,550
S3 9,215 9,315 9,535
S4 9,050 9,150 9,489
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 9,610 9,105 505 5.3% 160 1.7% 94% True False 8,921
10 9,610 8,900 710 7.4% 133 1.4% 96% True False 6,938
20 9,610 8,750 860 9.0% 109 1.1% 97% True False 5,775
40 9,610 8,300 1,310 13.7% 105 1.1% 98% True False 4,798
60 9,610 8,110 1,500 15.7% 111 1.2% 98% True False 4,340
80 9,610 8,110 1,500 15.7% 90 0.9% 98% True False 3,260
100 9,610 8,110 1,500 15.7% 75 0.8% 98% True False 2,608
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,311
2.618 10,042
1.618 9,877
1.000 9,775
0.618 9,712
HIGH 9,610
0.618 9,547
0.500 9,528
0.382 9,508
LOW 9,445
0.618 9,343
1.000 9,280
1.618 9,178
2.618 9,013
4.250 8,744
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 9,563 9,549
PP 9,545 9,518
S1 9,528 9,488

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

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