NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 10,040 10,155 115 1.1% 10,085
High 10,215 10,230 15 0.1% 10,135
Low 10,040 10,105 65 0.6% 9,870
Close 10,150 10,150 0 0.0% 9,960
Range 175 125 -50 -28.6% 265
ATR 133 132 -1 -0.4% 0
Volume 3,955 6,084 2,129 53.8% 19,887
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,537 10,468 10,219
R3 10,412 10,343 10,185
R2 10,287 10,287 10,173
R1 10,218 10,218 10,162 10,190
PP 10,162 10,162 10,162 10,148
S1 10,093 10,093 10,139 10,065
S2 10,037 10,037 10,127
S3 9,912 9,968 10,116
S4 9,787 9,843 10,081
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 10,230 9,870 360 3.5% 136 1.3% 78% True False 4,228
10 10,230 9,870 360 3.5% 120 1.2% 78% True False 4,489
20 10,230 9,450 780 7.7% 146 1.4% 90% True False 6,628
Crabel Price Patterns
NR True
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 32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,761
2.618 10,557
1.618 10,432
1.000 10,355
0.618 10,307
HIGH 10,230
0.618 10,182
0.500 10,168
0.382 10,153
LOW 10,105
0.618 10,028
1.000 9,980
1.618 9,903
2.618 9,778
4.250 9,574
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 10,168 10,132
PP 10,162 10,113
S1 10,156 10,095

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

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