NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 10,085 10,110 25 0.2% 10,050
High 10,130 10,135 5 0.0% 10,150
Low 10,025 10,005 -20 -0.2% 9,840
Close 10,100 10,080 -20 -0.2% 10,060
Range 105 130 25 23.8% 310
ATR 134 134 0 -0.2% 0
Volume 3,784 4,090 306 8.1% 30,334
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,463 10,402 10,152
R3 10,333 10,272 10,116
R2 10,203 10,203 10,104
R1 10,142 10,142 10,092 10,108
PP 10,073 10,073 10,073 10,056
S1 10,012 10,012 10,068 9,978
S2 9,943 9,943 10,056
S3 9,813 9,882 10,044
S4 9,683 9,752 10,009
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 10,005 145 1.4% 102 1.0% 52% False True 5,074
10 10,150 9,450 700 6.9% 159 1.6% 90% False False 7,190
20 10,150 9,415 735 7.3% 113 1.1% 90% False False 5,385
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,688
2.618 10,475
1.618 10,345
1.000 10,265
0.618 10,215
HIGH 10,135
0.618 10,085
0.500 10,070
0.382 10,055
LOW 10,005
0.618 9,925
1.000 9,875
1.618 9,795
2.618 9,665
4.250 9,453
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 10,077 10,079
PP 10,073 10,078
S1 10,070 10,078

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

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