NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 10,085 9,760 -325 -3.2% 9,980
High 10,100 9,815 -285 -2.8% 10,230
Low 9,710 9,655 -55 -0.6% 9,960
Close 9,775 9,740 -35 -0.4% 10,190
Range 390 160 -230 -59.0% 270
ATR 149 150 1 0.5% 0
Volume 11,097 4,397 -6,700 -60.4% 28,684
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 10,217 10,138 9,828
R3 10,057 9,978 9,784
R2 9,897 9,897 9,769
R1 9,818 9,818 9,755 9,778
PP 9,737 9,737 9,737 9,716
S1 9,658 9,658 9,725 9,618
S2 9,577 9,577 9,711
S3 9,417 9,498 9,696
S4 9,257 9,338 9,652
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 9,655 570 5.9% 183 1.9% 15% False True 6,844
10 10,230 9,655 575 5.9% 159 1.6% 15% False True 5,698
20 10,230 9,655 575 5.9% 148 1.5% 15% False True 5,564
40 10,230 8,600 1,630 16.7% 102 1.0% 70% False False 4,309
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 27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,495
2.618 10,234
1.618 10,074
1.000 9,975
0.618 9,914
HIGH 9,815
0.618 9,754
0.500 9,735
0.382 9,716
LOW 9,655
0.618 9,556
1.000 9,495
1.618 9,396
2.618 9,236
4.250 8,975
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 9,738 9,888
PP 9,737 9,838
S1 9,735 9,789

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

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