NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 9,800 9,735 -65 -0.7% 9,725
High 9,800 9,735 -65 -0.7% 9,870
Low 9,630 9,495 -135 -1.4% 9,480
Close 9,725 9,540 -185 -1.9% 9,815
Range 170 240 70 41.2% 390
ATR 150 156 6 4.3% 0
Volume 24,449 16,439 -8,010 -32.8% 43,584
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,310 10,165 9,672
R3 10,070 9,925 9,606
R2 9,830 9,830 9,584
R1 9,685 9,685 9,562 9,638
PP 9,590 9,590 9,590 9,566
S1 9,445 9,445 9,518 9,398
S2 9,350 9,350 9,496
S3 9,110 9,205 9,474
S4 8,870 8,965 9,408
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,892 10,743 10,030
R3 10,502 10,353 9,922
R2 10,112 10,112 9,887
R1 9,963 9,963 9,851 10,038
PP 9,722 9,722 9,722 9,759
S1 9,573 9,573 9,779 9,648
S2 9,332 9,332 9,744
S3 8,942 9,183 9,708
S4 8,552 8,793 9,601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,870 9,495 375 3.9% 180 1.9% 12% False True 13,129
10 9,870 9,445 425 4.5% 192 2.0% 22% False False 10,310
20 9,870 8,900 970 10.2% 157 1.6% 66% False False 8,578
40 9,870 8,300 1,570 16.5% 127 1.3% 79% False False 6,613
60 9,870 8,275 1,595 16.7% 123 1.3% 79% False False 5,525
80 9,870 8,110 1,760 18.4% 109 1.1% 81% False False 4,468
100 9,870 8,110 1,760 18.4% 92 1.0% 81% False False 3,577
120 9,870 8,110 1,760 18.4% 77 0.8% 81% False False 2,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,755
2.618 10,363
1.618 10,123
1.000 9,975
0.618 9,883
HIGH 9,735
0.618 9,643
0.500 9,615
0.382 9,587
LOW 9,495
0.618 9,347
1.000 9,255
1.618 9,107
2.618 8,867
4.250 8,475
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 9,615 9,673
PP 9,590 9,628
S1 9,565 9,584

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

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