NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 8,710 8,755 45 0.5% 8,950
High 8,790 8,755 -35 -0.4% 9,035
Low 8,695 8,480 -215 -2.5% 8,545
Close 8,740 8,595 -145 -1.7% 8,555
Range 95 275 180 189.5% 490
ATR 154 163 9 5.6% 0
Volume 6,344 11,473 5,129 80.8% 27,563
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 9,435 9,290 8,746
R3 9,160 9,015 8,671
R2 8,885 8,885 8,646
R1 8,740 8,740 8,620 8,675
PP 8,610 8,610 8,610 8,578
S1 8,465 8,465 8,570 8,400
S2 8,335 8,335 8,545
S3 8,060 8,190 8,520
S4 7,785 7,915 8,444
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 8,880 8,480 400 4.7% 187 2.2% 29% False True 6,604
10 9,100 8,480 620 7.2% 166 1.9% 19% False True 6,103
20 9,715 8,480 1,235 14.4% 162 1.9% 9% False True 5,416
40 10,230 8,480 1,750 20.4% 159 1.8% 7% False True 5,005
60 10,230 8,480 1,750 20.4% 153 1.8% 7% False True 5,445
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 37
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 9,924
2.618 9,475
1.618 9,200
1.000 9,030
0.618 8,925
HIGH 8,755
0.618 8,650
0.500 8,618
0.382 8,585
LOW 8,480
0.618 8,310
1.000 8,205
1.618 8,035
2.618 7,760
4.250 7,311
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 8,618 8,635
PP 8,610 8,622
S1 8,603 8,608

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

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