NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 9,795 9,730 -65 -0.7% 9,500
High 9,870 9,865 -5 -0.1% 9,750
Low 9,715 9,640 -75 -0.8% 9,435
Close 9,765 9,790 25 0.3% 9,710
Range 155 225 70 45.2% 315
ATR 144 150 6 4.0% 0
Volume 6,830 11,824 4,994 73.1% 25,386
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,440 10,340 9,914
R3 10,215 10,115 9,852
R2 9,990 9,990 9,831
R1 9,890 9,890 9,811 9,940
PP 9,765 9,765 9,765 9,790
S1 9,665 9,665 9,770 9,715
S2 9,540 9,540 9,749
S3 9,315 9,440 9,728
S4 9,090 9,215 9,666
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 9,870 9,480 390 4.0% 224 2.3% 79% False False 9,116
10 9,870 9,215 655 6.7% 183 1.9% 88% False False 8,133
20 9,870 8,830 1,040 10.6% 143 1.5% 92% False False 6,839
40 9,870 8,300 1,570 16.0% 122 1.2% 95% False False 5,731
60 9,870 8,275 1,595 16.3% 120 1.2% 95% False False 5,137
80 9,870 8,110 1,760 18.0% 104 1.1% 95% False False 3,880
100 9,870 8,110 1,760 18.0% 87 0.9% 95% False False 3,107
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 44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,821
2.618 10,454
1.618 10,229
1.000 10,090
0.618 10,004
HIGH 9,865
0.618 9,779
0.500 9,753
0.382 9,726
LOW 9,640
0.618 9,501
1.000 9,415
1.618 9,276
2.618 9,051
4.250 8,684
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 9,778 9,761
PP 9,765 9,732
S1 9,753 9,703

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

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