NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 10,050 9,950 -100 -1.0% 9,715
High 10,050 10,070 20 0.2% 10,010
Low 9,840 9,850 10 0.1% 9,450
Close 9,885 10,045 160 1.6% 9,980
Range 210 220 10 4.8% 560
ATR 142 147 6 3.9% 0
Volume 3,280 9,556 6,276 191.3% 63,916
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,648 10,567 10,166
R3 10,428 10,347 10,106
R2 10,208 10,208 10,085
R1 10,127 10,127 10,065 10,168
PP 9,988 9,988 9,988 10,009
S1 9,907 9,907 10,025 9,948
S2 9,768 9,768 10,005
S3 9,548 9,687 9,985
S4 9,328 9,467 9,924
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 11,493 11,297 10,288
R3 10,933 10,737 10,134
R2 10,373 10,373 10,083
R1 10,177 10,177 10,031 10,275
PP 9,813 9,813 9,813 9,863
S1 9,617 9,617 9,929 9,715
S2 9,253 9,253 9,877
S3 8,693 9,057 9,826
S4 8,133 8,497 9,672
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,070 9,450 620 6.2% 215 2.1% 96% True False 9,306
10 10,070 9,450 620 6.2% 170 1.7% 96% True False 8,230
20 10,070 8,600 1,470 14.6% 87 0.9% 98% True False 4,117
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 19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,005
2.618 10,646
1.618 10,426
1.000 10,290
0.618 10,206
HIGH 10,070
0.618 9,986
0.500 9,960
0.382 9,934
LOW 9,850
0.618 9,714
1.000 9,630
1.618 9,494
2.618 9,274
4.250 8,915
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 10,017 10,011
PP 9,988 9,977
S1 9,960 9,943

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

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