NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 10,115 10,085 -30 -0.3% 9,980
High 10,120 10,100 -20 -0.2% 10,230
Low 10,030 9,710 -320 -3.2% 9,960
Close 10,095 9,775 -320 -3.2% 10,190
Range 90 390 300 333.3% 270
ATR 131 149 19 14.1% 0
Volume 4,517 11,097 6,580 145.7% 28,684
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 11,032 10,793 9,990
R3 10,642 10,403 9,882
R2 10,252 10,252 9,847
R1 10,013 10,013 9,811 9,938
PP 9,862 9,862 9,862 9,824
S1 9,623 9,623 9,739 9,548
S2 9,472 9,472 9,704
S3 9,082 9,233 9,668
S4 8,692 8,843 9,561
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 10,225 9,710 515 5.3% 180 1.8% 13% False True 7,062
10 10,230 9,710 520 5.3% 158 1.6% 13% False True 5,645
20 10,230 9,590 640 6.5% 154 1.6% 29% False False 5,823
40 10,230 8,600 1,630 16.7% 98 1.0% 72% False False 4,199
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 11,758
2.618 11,121
1.618 10,731
1.000 10,490
0.618 10,341
HIGH 10,100
0.618 9,951
0.500 9,905
0.382 9,859
LOW 9,710
0.618 9,469
1.000 9,320
1.618 9,079
2.618 8,689
4.250 8,053
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 9,905 9,968
PP 9,862 9,903
S1 9,818 9,839

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

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