NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 10,160 10,115 -45 -0.4% 9,980
High 10,180 10,200 20 0.2% 10,230
Low 10,035 10,085 50 0.5% 9,960
Close 10,115 10,190 75 0.7% 10,190
Range 145 115 -30 -20.7% 270
ATR 133 132 -1 -1.0% 0
Volume 5,487 10,273 4,786 87.2% 28,684
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,503 10,462 10,253
R3 10,388 10,347 10,222
R2 10,273 10,273 10,211
R1 10,232 10,232 10,201 10,253
PP 10,158 10,158 10,158 10,169
S1 10,117 10,117 10,180 10,138
S2 10,043 10,043 10,169
S3 9,928 10,002 10,159
S4 9,813 9,887 10,127
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 10,937 10,833 10,339
R3 10,667 10,563 10,264
R2 10,397 10,397 10,240
R1 10,293 10,293 10,215 10,345
PP 10,127 10,127 10,127 10,153
S1 10,023 10,023 10,165 10,075
S2 9,857 9,857 10,141
S3 9,587 9,753 10,116
S4 9,317 9,483 10,042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,230 9,960 270 2.6% 135 1.3% 85% False False 5,736
10 10,230 9,870 360 3.5% 127 1.2% 89% False False 4,857
20 10,230 9,450 780 7.7% 149 1.5% 95% False False 7,141
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 10,689
2.618 10,501
1.618 10,386
1.000 10,315
0.618 10,271
HIGH 10,200
0.618 10,156
0.500 10,143
0.382 10,129
LOW 10,085
0.618 10,014
1.000 9,970
1.618 9,899
2.618 9,784
4.250 9,596
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 10,174 10,171
PP 10,158 10,152
S1 10,143 10,133

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

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