NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 8,680 8,565 -115 -1.3% 8,950
High 8,720 8,715 -5 -0.1% 9,035
Low 8,545 8,535 -10 -0.1% 8,545
Close 8,555 8,700 145 1.7% 8,555
Range 175 180 5 2.9% 490
ATR 157 158 2 1.1% 0
Volume 5,382 4,538 -844 -15.7% 27,563
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 9,190 9,125 8,799
R3 9,010 8,945 8,750
R2 8,830 8,830 8,733
R1 8,765 8,765 8,717 8,798
PP 8,650 8,650 8,650 8,666
S1 8,585 8,585 8,684 8,618
S2 8,470 8,470 8,667
S3 8,290 8,405 8,651
S4 8,110 8,225 8,601
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 10,182 9,858 8,825
R3 9,692 9,368 8,690
R2 9,202 9,202 8,645
R1 8,878 8,878 8,600 8,795
PP 8,712 8,712 8,712 8,670
S1 8,388 8,388 8,510 8,305
S2 8,222 8,222 8,465
S3 7,732 7,898 8,420
S4 7,242 7,408 8,286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,965 8,535 430 4.9% 172 2.0% 38% False True 5,291
10 9,220 8,535 685 7.9% 164 1.9% 24% False True 5,903
20 9,715 8,535 1,180 13.6% 152 1.8% 14% False True 4,820
40 10,230 8,535 1,695 19.5% 157 1.8% 10% False True 4,730
60 10,230 8,535 1,695 19.5% 148 1.7% 10% False True 5,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,480
2.618 9,186
1.618 9,006
1.000 8,895
0.618 8,826
HIGH 8,715
0.618 8,646
0.500 8,625
0.382 8,604
LOW 8,535
0.618 8,424
1.000 8,355
1.618 8,244
2.618 8,064
4.250 7,770
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 8,675 8,708
PP 8,650 8,705
S1 8,625 8,703

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

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