NIKKEI 225 Index Future (Globex) September 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 8,450 8,200 -250 -3.0% 8,630
High 8,450 8,385 -65 -0.8% 8,680
Low 8,260 8,200 -60 -0.7% 8,260
Close 8,265 8,350 85 1.0% 8,265
Range 190 185 -5 -2.6% 420
ATR 75 83 8 10.5% 0
Volume 494 13,191 12,697 2,570.2% 697
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 8,867 8,793 8,452
R3 8,682 8,608 8,401
R2 8,497 8,497 8,384
R1 8,423 8,423 8,367 8,460
PP 8,312 8,312 8,312 8,330
S1 8,238 8,238 8,333 8,275
S2 8,127 8,127 8,316
S3 7,942 8,053 8,299
S4 7,757 7,868 8,248
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 9,662 9,383 8,496
R3 9,242 8,963 8,381
R2 8,822 8,822 8,342
R1 8,543 8,543 8,304 8,473
PP 8,402 8,402 8,402 8,366
S1 8,123 8,123 8,227 8,053
S2 7,982 7,982 8,188
S3 7,562 7,703 8,150
S4 7,142 7,283 8,034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,680 8,200 480 5.7% 136 1.6% 31% False True 2,777
10 8,745 8,200 545 6.5% 98 1.2% 28% False True 1,391
20 9,170 8,200 970 11.6% 58 0.7% 15% False True 698
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 14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,171
2.618 8,869
1.618 8,684
1.000 8,570
0.618 8,499
HIGH 8,385
0.618 8,314
0.500 8,293
0.382 8,271
LOW 8,200
0.618 8,086
1.000 8,015
1.618 7,901
2.618 7,716
4.250 7,414
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 8,331 8,388
PP 8,312 8,375
S1 8,293 8,363

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

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