NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 8,495 8,240 -255 -3.0% 8,590
High 8,495 8,370 -125 -1.5% 8,670
Low 8,250 8,210 -40 -0.5% 8,250
Close 8,255 8,335 80 1.0% 8,255
Range 245 160 -85 -34.7% 420
ATR 159 159 0 0.0% 0
Volume 9,147 16,934 7,787 85.1% 25,442
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 8,785 8,720 8,423
R3 8,625 8,560 8,379
R2 8,465 8,465 8,364
R1 8,400 8,400 8,350 8,433
PP 8,305 8,305 8,305 8,321
S1 8,240 8,240 8,320 8,273
S2 8,145 8,145 8,306
S3 7,985 8,080 8,291
S4 7,825 7,920 8,247
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 8,210 460 5.5% 171 2.1% 27% False True 8,475
10 8,790 8,210 580 7.0% 160 1.9% 22% False True 7,307
20 9,240 8,210 1,030 12.4% 160 1.9% 12% False True 6,623
40 9,715 8,210 1,505 18.1% 155 1.9% 8% False True 5,128
60 10,230 8,210 2,020 24.2% 153 1.8% 6% False True 5,273
80 10,230 8,210 2,020 24.2% 129 1.5% 6% False True 4,718
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 True
Bull Hook False
Stretch 27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,050
2.618 8,789
1.618 8,629
1.000 8,530
0.618 8,469
HIGH 8,370
0.618 8,309
0.500 8,290
0.382 8,271
LOW 8,210
0.618 8,111
1.000 8,050
1.618 7,951
2.618 7,791
4.250 7,530
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 8,320 8,388
PP 8,305 8,370
S1 8,290 8,353

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

View Archives - Comment on this page... - Back to Index of Symbols