NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 9,470 9,400 -70 -0.7% 9,610
High 9,480 9,430 -50 -0.5% 9,715
Low 9,305 9,305 0 0.0% 9,410
Close 9,390 9,350 -40 -0.4% 9,535
Range 175 125 -50 -28.6% 305
ATR 156 154 -2 -1.4% 0
Volume 4,068 4,470 402 9.9% 19,045
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 9,737 9,668 9,419
R3 9,612 9,543 9,385
R2 9,487 9,487 9,373
R1 9,418 9,418 9,362 9,390
PP 9,362 9,362 9,362 9,348
S1 9,293 9,293 9,339 9,265
S2 9,237 9,237 9,327
S3 9,112 9,168 9,316
S4 8,987 9,043 9,281
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 10,468 10,307 9,703
R3 10,163 10,002 9,619
R2 9,858 9,858 9,591
R1 9,697 9,697 9,563 9,625
PP 9,553 9,553 9,553 9,518
S1 9,392 9,392 9,507 9,320
S2 9,248 9,248 9,479
S3 8,943 9,087 9,451
S4 8,638 8,782 9,367
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,715 9,305 410 4.4% 166 1.8% 11% False True 4,138
10 9,715 9,305 410 4.4% 148 1.6% 11% False True 3,625
20 10,100 9,305 795 8.5% 165 1.8% 6% False True 4,113
40 10,230 9,305 925 9.9% 154 1.6% 5% False True 5,082
60 10,230 8,450 1,780 19.0% 114 1.2% 51% False False 3,985
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 31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,961
2.618 9,757
1.618 9,632
1.000 9,555
0.618 9,507
HIGH 9,430
0.618 9,382
0.500 9,368
0.382 9,353
LOW 9,305
0.618 9,228
1.000 9,180
1.618 9,103
2.618 8,978
4.250 8,774
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 9,368 9,443
PP 9,362 9,412
S1 9,356 9,381

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

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