NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 9,950 9,620 -330 -3.3% 10,120
High 9,950 9,620 -330 -3.3% 10,120
Low 9,940 9,605 -335 -3.4% 9,915
Close 9,640 9,635 -5 -0.1% 9,800
Range 10 15 5 50.0% 205
ATR 42 42 -1 -1.2% 0
Volume 4 4 0 0.0% 118
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,665 9,665 9,643
R3 9,650 9,650 9,639
R2 9,635 9,635 9,638
R1 9,635 9,635 9,637 9,635
PP 9,620 9,620 9,620 9,620
S1 9,620 9,620 9,634 9,620
S2 9,605 9,605 9,632
S3 9,590 9,605 9,631
S4 9,575 9,590 9,627
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,560 10,385 9,913
R3 10,355 10,180 9,857
R2 10,150 10,150 9,838
R1 9,975 9,975 9,819 9,960
PP 9,945 9,945 9,945 9,938
S1 9,770 9,770 9,781 9,755
S2 9,740 9,740 9,763
S3 9,535 9,565 9,744
S4 9,330 9,360 9,687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,950 9,605 345 3.6% 11 0.1% 9% False True 11
10 10,120 9,605 515 5.3% 6 0.1% 6% False True 18
20 10,120 9,605 515 5.3% 3 0.0% 6% False True 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 32 trading days
Fibonacci Retracements and Extensions
4.250 9,684
2.618 9,659
1.618 9,644
1.000 9,635
0.618 9,629
HIGH 9,620
0.618 9,614
0.500 9,613
0.382 9,611
LOW 9,605
0.618 9,596
1.000 9,590
1.618 9,581
2.618 9,566
4.250 9,541
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 9,628 9,778
PP 9,620 9,730
S1 9,613 9,683

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

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