NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 8,755 8,595 -160 -1.8% 8,950
High 8,755 8,615 -140 -1.6% 9,035
Low 8,480 8,500 20 0.2% 8,545
Close 8,595 8,580 -15 -0.2% 8,555
Range 275 115 -160 -58.2% 490
ATR 163 159 -3 -2.1% 0
Volume 11,473 4,244 -7,229 -63.0% 27,563
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 8,910 8,860 8,643
R3 8,795 8,745 8,612
R2 8,680 8,680 8,601
R1 8,630 8,630 8,591 8,598
PP 8,565 8,565 8,565 8,549
S1 8,515 8,515 8,570 8,483
S2 8,450 8,450 8,559
S3 8,335 8,400 8,549
S4 8,220 8,285 8,517
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 8,790 8,480 310 3.6% 168 2.0% 32% False False 6,396
10 9,070 8,480 590 6.9% 165 1.9% 17% False False 6,099
20 9,715 8,480 1,235 14.4% 162 1.9% 8% False False 5,416
40 10,225 8,480 1,745 20.3% 159 1.8% 6% False False 4,959
60 10,230 8,480 1,750 20.4% 154 1.8% 6% False False 5,515
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,104
2.618 8,916
1.618 8,801
1.000 8,730
0.618 8,686
HIGH 8,615
0.618 8,571
0.500 8,558
0.382 8,544
LOW 8,500
0.618 8,429
1.000 8,385
1.618 8,314
2.618 8,199
4.250 8,011
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 8,573 8,635
PP 8,565 8,617
S1 8,558 8,598

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

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