NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 9,450 9,605 155 1.6% 9,710
High 9,630 9,860 230 2.4% 9,760
Low 9,450 9,590 140 1.5% 9,615
Close 9,610 9,845 235 2.4% 9,760
Range 180 270 90 50.0% 145
ATR 121 132 11 8.7% 0
Volume 15,693 9,563 -6,130 -39.1% 5,593
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,575 10,480 9,994
R3 10,305 10,210 9,919
R2 10,035 10,035 9,895
R1 9,940 9,940 9,870 9,988
PP 9,765 9,765 9,765 9,789
S1 9,670 9,670 9,820 9,718
S2 9,495 9,495 9,796
S3 9,225 9,400 9,771
S4 8,955 9,130 9,697
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,147 10,098 9,840
R3 10,002 9,953 9,800
R2 9,857 9,857 9,787
R1 9,808 9,808 9,773 9,833
PP 9,712 9,712 9,712 9,724
S1 9,663 9,663 9,747 9,688
S2 9,567 9,567 9,734
S3 9,422 9,518 9,720
S4 9,277 9,373 9,680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,860 9,450 410 4.2% 173 1.8% 96% True False 12,171
10 9,860 9,450 410 4.2% 112 1.1% 96% True False 6,106
20 9,860 8,600 1,260 12.8% 56 0.6% 99% True False 3,053
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 8
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 11,008
2.618 10,567
1.618 10,297
1.000 10,130
0.618 10,027
HIGH 9,860
0.618 9,757
0.500 9,725
0.382 9,693
LOW 9,590
0.618 9,423
1.000 9,320
1.618 9,153
2.618 8,883
4.250 8,443
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 9,805 9,782
PP 9,765 9,718
S1 9,725 9,655

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

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