NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 9,470 9,565 95 1.0% 8,955
High 9,610 9,620 10 0.1% 9,500
Low 9,445 9,510 65 0.7% 8,940
Close 9,580 9,600 20 0.2% 9,485
Range 165 110 -55 -33.3% 560
ATR 118 117 -1 -0.5% 0
Volume 6,195 4,334 -1,861 -30.0% 41,465
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 9,907 9,863 9,661
R3 9,797 9,753 9,630
R2 9,687 9,687 9,620
R1 9,643 9,643 9,610 9,665
PP 9,577 9,577 9,577 9,588
S1 9,533 9,533 9,590 9,555
S2 9,467 9,467 9,580
S3 9,357 9,423 9,570
S4 9,247 9,313 9,540
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 9,620 9,215 405 4.2% 141 1.5% 95% True False 7,150
10 9,620 8,900 720 7.5% 137 1.4% 97% True False 6,919
20 9,620 8,750 870 9.1% 110 1.1% 98% True False 5,703
40 9,620 8,300 1,320 13.8% 105 1.1% 98% True False 4,873
60 9,620 8,275 1,345 14.0% 111 1.2% 99% True False 4,412
80 9,620 8,110 1,510 15.7% 91 0.9% 99% True False 3,314
100 9,620 8,110 1,510 15.7% 76 0.8% 99% True False 2,652
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 26
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,088
2.618 9,908
1.618 9,798
1.000 9,730
0.618 9,688
HIGH 9,620
0.618 9,578
0.500 9,565
0.382 9,552
LOW 9,510
0.618 9,442
1.000 9,400
1.618 9,332
2.618 9,222
4.250 9,043
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 9,588 9,576
PP 9,577 9,552
S1 9,565 9,528

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

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