NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 8,635 8,505 -130 -1.5% 8,565
High 8,655 8,565 -90 -1.0% 8,790
Low 8,485 8,435 -50 -0.6% 8,480
Close 8,495 8,485 -10 -0.1% 8,565
Range 170 130 -40 -23.5% 310
ATR 154 152 -2 -1.1% 0
Volume 4,872 6,293 1,421 29.2% 30,703
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 8,885 8,815 8,557
R3 8,755 8,685 8,521
R2 8,625 8,625 8,509
R1 8,555 8,555 8,497 8,525
PP 8,495 8,495 8,495 8,480
S1 8,425 8,425 8,473 8,395
S2 8,365 8,365 8,461
S3 8,235 8,295 8,449
S4 8,105 8,165 8,414
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 9,542 9,363 8,736
R3 9,232 9,053 8,650
R2 8,922 8,922 8,622
R1 8,743 8,743 8,594 8,720
PP 8,612 8,612 8,612 8,600
S1 8,433 8,433 8,537 8,410
S2 8,302 8,302 8,508
S3 7,992 8,123 8,480
S4 7,682 7,813 8,395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,670 8,435 235 2.8% 128 1.5% 21% False True 4,928
10 8,880 8,435 445 5.2% 158 1.9% 11% False True 5,766
20 9,370 8,435 935 11.0% 153 1.8% 5% False True 5,614
40 10,100 8,435 1,665 19.6% 159 1.9% 3% False True 4,863
60 10,230 8,435 1,795 21.2% 154 1.8% 3% False True 5,260
80 10,230 8,435 1,795 21.2% 124 1.5% 3% False True 4,392
Crabel Price Patterns
NR True
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 38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,118
2.618 8,905
1.618 8,775
1.000 8,695
0.618 8,645
HIGH 8,565
0.618 8,515
0.500 8,500
0.382 8,485
LOW 8,435
0.618 8,355
1.000 8,305
1.618 8,225
2.618 8,095
4.250 7,883
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 8,500 8,553
PP 8,495 8,530
S1 8,490 8,508

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

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