NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 9,400 9,370 -30 -0.3% 9,610
High 9,430 9,370 -60 -0.6% 9,715
Low 9,305 9,245 -60 -0.6% 9,410
Close 9,350 9,260 -90 -1.0% 9,535
Range 125 125 0 0.0% 305
ATR 154 152 -2 -1.3% 0
Volume 4,470 2,592 -1,878 -42.0% 19,045
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 9,667 9,588 9,329
R3 9,542 9,463 9,295
R2 9,417 9,417 9,283
R1 9,338 9,338 9,272 9,315
PP 9,292 9,292 9,292 9,280
S1 9,213 9,213 9,249 9,190
S2 9,167 9,167 9,237
S3 9,042 9,088 9,226
S4 8,917 8,963 9,191
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 9,245 470 5.1% 167 1.8% 3% False True 3,807
10 9,715 9,245 470 5.1% 145 1.6% 3% False True 3,562
20 9,815 9,245 570 6.2% 152 1.6% 3% False True 3,687
40 10,230 9,245 985 10.6% 153 1.6% 2% False True 4,755
60 10,230 8,600 1,630 17.6% 116 1.3% 40% False False 4,028
Crabel Price Patterns
NR False
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 24
Fibonacci Retracements and Extensions
4.250 9,901
2.618 9,697
1.618 9,572
1.000 9,495
0.618 9,447
HIGH 9,370
0.618 9,322
0.500 9,308
0.382 9,293
LOW 9,245
0.618 9,168
1.000 9,120
1.618 9,043
2.618 8,918
4.250 8,714
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 9,308 9,363
PP 9,292 9,328
S1 9,276 9,294

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

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