NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 8,505 8,495 -10 -0.1% 8,590
High 8,565 8,495 -70 -0.8% 8,670
Low 8,435 8,250 -185 -2.2% 8,250
Close 8,485 8,255 -230 -2.7% 8,255
Range 130 245 115 88.5% 420
ATR 152 159 7 4.3% 0
Volume 6,293 9,147 2,854 45.4% 25,442
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 9,068 8,907 8,390
R3 8,823 8,662 8,323
R2 8,578 8,578 8,300
R1 8,417 8,417 8,278 8,375
PP 8,333 8,333 8,333 8,313
S1 8,172 8,172 8,233 8,130
S2 8,088 8,088 8,210
S3 7,843 7,927 8,188
S4 7,598 7,682 8,120
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 9,652 9,373 8,486
R3 9,232 8,953 8,371
R2 8,812 8,812 8,332
R1 8,533 8,533 8,294 8,463
PP 8,392 8,392 8,392 8,356
S1 8,113 8,113 8,217 8,043
S2 7,972 7,972 8,178
S3 7,552 7,693 8,140
S4 7,132 7,273 8,024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,670 8,250 420 5.1% 154 1.9% 1% False True 5,909
10 8,790 8,250 540 6.5% 161 2.0% 1% False True 6,152
20 9,270 8,250 1,020 12.4% 159 1.9% 0% False True 5,942
40 9,815 8,250 1,565 19.0% 155 1.9% 0% False True 4,815
60 10,230 8,250 1,980 24.0% 155 1.9% 0% False True 5,151
80 10,230 8,250 1,980 24.0% 127 1.5% 0% False True 4,507
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9,536
2.618 9,137
1.618 8,892
1.000 8,740
0.618 8,647
HIGH 8,495
0.618 8,402
0.500 8,373
0.382 8,344
LOW 8,250
0.618 8,099
1.000 8,005
1.618 7,854
2.618 7,609
4.250 7,209
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 8,373 8,453
PP 8,333 8,387
S1 8,294 8,321

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

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