NIKKEI 225 Index Future (Globex) June 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 8,455 8,685 230 2.7% 8,590
High 8,675 8,715 40 0.5% 8,670
Low 8,410 8,585 175 2.1% 8,250
Close 8,660 8,635 -25 -0.3% 8,255
Range 265 130 -135 -50.9% 420
ATR 170 167 -3 -1.7% 0
Volume 12,908 5,455 -7,453 -57.7% 25,442
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 9,035 8,965 8,707
R3 8,905 8,835 8,671
R2 8,775 8,775 8,659
R1 8,705 8,705 8,647 8,675
PP 8,645 8,645 8,645 8,630
S1 8,575 8,575 8,623 8,545
S2 8,515 8,515 8,611
S3 8,385 8,445 8,599
S4 8,255 8,315 8,564
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 8,715 8,210 505 5.8% 203 2.4% 84% True False 11,800
10 8,715 8,210 505 5.8% 166 1.9% 84% True False 8,364
20 9,100 8,210 890 10.3% 166 1.9% 48% False False 7,234
40 9,715 8,210 1,505 17.4% 156 1.8% 28% False False 5,548
60 10,230 8,210 2,020 23.4% 153 1.8% 21% False False 5,468
80 10,230 8,210 2,020 23.4% 136 1.6% 21% False False 5,130
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,268
2.618 9,055
1.618 8,925
1.000 8,845
0.618 8,795
HIGH 8,715
0.618 8,665
0.500 8,650
0.382 8,635
LOW 8,585
0.618 8,505
1.000 8,455
1.618 8,375
2.618 8,245
4.250 8,033
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 8,650 8,586
PP 8,645 8,537
S1 8,640 8,488

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

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