NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 10,050 9,915 -135 -1.3% 9,990
High 10,050 9,925 -125 -1.2% 10,090
Low 10,050 9,915 -135 -1.3% 9,935
Close 9,895 9,840 -55 -0.6% 10,120
Range 0 10 10 155
ATR 19 20 1 4.0% 0
Volume 29 29 0 0.0% 78
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 9,923 9,892 9,846
R3 9,913 9,882 9,843
R2 9,903 9,903 9,842
R1 9,872 9,872 9,841 9,883
PP 9,893 9,893 9,893 9,899
S1 9,862 9,862 9,839 9,873
S2 9,883 9,883 9,838
S3 9,873 9,852 9,837
S4 9,863 9,842 9,835
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,513 10,472 10,205
R3 10,358 10,317 10,163
R2 10,203 10,203 10,149
R1 10,162 10,162 10,134 10,183
PP 10,048 10,048 10,048 10,059
S1 10,007 10,007 10,106 10,028
S2 9,893 9,893 10,092
S3 9,738 9,852 10,078
S4 9,583 9,697 10,035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,120 9,915 205 2.1% 2 0.0% -37% False True 26
10 10,120 9,910 210 2.1% 1 0.0% -33% False False 18
20 10,120 9,810 310 3.2% 1 0.0% 10% False False 11
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 0
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 9,968
2.618 9,951
1.618 9,941
1.000 9,935
0.618 9,931
HIGH 9,925
0.618 9,921
0.500 9,920
0.382 9,919
LOW 9,915
0.618 9,909
1.000 9,905
1.618 9,899
2.618 9,889
4.250 9,873
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 9,920 9,983
PP 9,893 9,935
S1 9,867 9,888

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

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