NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 8,260 8,455 195 2.4% 8,590
High 8,475 8,675 200 2.4% 8,670
Low 8,260 8,410 150 1.8% 8,250
Close 8,455 8,660 205 2.4% 8,255
Range 215 265 50 23.3% 420
ATR 163 170 7 4.5% 0
Volume 14,560 12,908 -1,652 -11.3% 25,442
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 9,377 9,283 8,806
R3 9,112 9,018 8,733
R2 8,847 8,847 8,709
R1 8,753 8,753 8,684 8,800
PP 8,582 8,582 8,582 8,605
S1 8,488 8,488 8,636 8,535
S2 8,317 8,317 8,612
S3 8,052 8,223 8,587
S4 7,787 7,958 8,514
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 8,675 8,210 465 5.4% 203 2.3% 97% True False 11,968
10 8,755 8,210 545 6.3% 180 2.1% 83% False False 8,966
20 9,120 8,210 910 10.5% 168 1.9% 49% False False 7,531
40 9,715 8,210 1,505 17.4% 157 1.8% 30% False False 5,550
60 10,230 8,210 2,020 23.3% 154 1.8% 22% False False 5,536
80 10,230 8,210 2,020 23.3% 135 1.6% 22% False False 5,062
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 27
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 9,801
2.618 9,369
1.618 9,104
1.000 8,940
0.618 8,839
HIGH 8,675
0.618 8,574
0.500 8,543
0.382 8,511
LOW 8,410
0.618 8,246
1.000 8,145
1.618 7,981
2.618 7,716
4.250 7,284
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 8,621 8,588
PP 8,582 8,515
S1 8,543 8,443

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

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