NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 9,960 9,980 20 0.2% 10,085
High 9,985 10,075 90 0.9% 10,135
Low 9,870 9,960 90 0.9% 9,870
Close 9,960 10,070 110 1.1% 9,960
Range 115 115 0 0.0% 265
ATR 131 130 -1 -0.9% 0
Volume 4,348 2,885 -1,463 -33.6% 19,887
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,380 10,340 10,133
R3 10,265 10,225 10,102
R2 10,150 10,150 10,091
R1 10,110 10,110 10,081 10,130
PP 10,035 10,035 10,035 10,045
S1 9,995 9,995 10,060 10,015
S2 9,920 9,920 10,049
S3 9,805 9,880 10,039
S4 9,690 9,765 10,007
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,783 10,637 10,106
R3 10,518 10,372 10,033
R2 10,253 10,253 10,009
R1 10,107 10,107 9,984 10,048
PP 9,988 9,988 9,988 9,959
S1 9,842 9,842 9,936 9,783
S2 9,723 9,723 9,912
S3 9,458 9,577 9,887
S4 9,193 9,312 9,814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,135 9,870 265 2.6% 120 1.2% 75% False False 3,797
10 10,150 9,850 300 3.0% 120 1.2% 73% False False 4,982
20 10,150 9,450 700 7.0% 136 1.4% 89% False False 6,130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 40
Fibonacci Retracements and Extensions
4.250 10,564
2.618 10,376
1.618 10,261
1.000 10,190
0.618 10,146
HIGH 10,075
0.618 10,031
0.500 10,018
0.382 10,004
LOW 9,960
0.618 9,889
1.000 9,845
1.618 9,774
2.618 9,659
4.250 9,471
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 10,053 10,040
PP 10,035 10,010
S1 10,018 9,980

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

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