NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 9,725 9,595 -130 -1.3% 9,500
High 9,755 9,825 70 0.7% 9,750
Low 9,480 9,535 55 0.6% 9,435
Close 9,595 9,795 200 2.1% 9,710
Range 275 290 15 5.5% 315
ATR 132 144 11 8.5% 0
Volume 6,737 12,089 5,352 79.4% 25,386
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 10,588 10,482 9,955
R3 10,298 10,192 9,875
R2 10,008 10,008 9,848
R1 9,902 9,902 9,822 9,955
PP 9,718 9,718 9,718 9,745
S1 9,612 9,612 9,769 9,665
S2 9,428 9,428 9,742
S3 9,138 9,322 9,715
S4 8,848 9,032 9,636
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 10,577 10,458 9,883
R3 10,262 10,143 9,797
R2 9,947 9,947 9,768
R1 9,828 9,828 9,739 9,888
PP 9,632 9,632 9,632 9,661
S1 9,513 9,513 9,681 9,573
S2 9,317 9,317 9,652
S3 9,002 9,198 9,624
S4 8,687 8,883 9,537
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,825 9,445 380 3.9% 203 2.1% 92% True False 7,491
10 9,825 8,970 855 8.7% 179 1.8% 96% True False 8,178
20 9,825 8,770 1,055 10.8% 134 1.4% 97% True False 6,346
40 9,825 8,300 1,525 15.6% 116 1.2% 98% True False 5,415
60 9,825 8,275 1,550 15.8% 117 1.2% 98% True False 4,850
80 9,825 8,110 1,715 17.5% 100 1.0% 98% True False 3,650
100 9,825 8,110 1,715 17.5% 83 0.8% 98% True False 2,921
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 117 trading days
Fibonacci Retracements and Extensions
4.250 11,058
2.618 10,584
1.618 10,294
1.000 10,115
0.618 10,004
HIGH 9,825
0.618 9,714
0.500 9,680
0.382 9,646
LOW 9,535
0.618 9,356
1.000 9,245
1.618 9,066
2.618 8,776
4.250 8,303
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 9,757 9,748
PP 9,718 9,700
S1 9,680 9,653

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

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