NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 10,050 10,075 25 0.2% 10,050
High 10,115 10,150 35 0.3% 10,150
Low 10,025 10,050 25 0.2% 9,840
Close 10,060 10,060 0 0.0% 10,060
Range 90 100 10 11.1% 310
ATR 139 136 -3 -2.0% 0
Volume 4,785 7,296 2,511 52.5% 30,334
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,387 10,323 10,115
R3 10,287 10,223 10,088
R2 10,187 10,187 10,078
R1 10,123 10,123 10,069 10,105
PP 10,087 10,087 10,087 10,078
S1 10,023 10,023 10,051 10,005
S2 9,987 9,987 10,042
S3 9,887 9,923 10,033
S4 9,787 9,823 10,005
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,947 10,813 10,231
R3 10,637 10,503 10,145
R2 10,327 10,327 10,117
R1 10,193 10,193 10,089 10,260
PP 10,017 10,017 10,017 10,050
S1 9,883 9,883 10,032 9,950
S2 9,707 9,707 10,003
S3 9,397 9,573 9,975
S4 9,087 9,263 9,890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,150 9,840 310 3.1% 141 1.4% 71% True False 6,066
10 10,150 9,450 700 7.0% 172 1.7% 87% True False 9,425
20 10,150 8,605 1,545 15.4% 101 1.0% 94% True False 4,992
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 23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,575
2.618 10,412
1.618 10,312
1.000 10,250
0.618 10,212
HIGH 10,150
0.618 10,112
0.500 10,100
0.382 10,088
LOW 10,050
0.618 9,988
1.000 9,950
1.618 9,888
2.618 9,788
4.250 9,625
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 10,100 10,085
PP 10,087 10,077
S1 10,073 10,068

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

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