NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 9,620 9,700 80 0.8% 10,120
High 9,620 9,705 85 0.9% 10,120
Low 9,605 9,460 -145 -1.5% 9,915
Close 9,635 9,265 -370 -3.8% 9,800
Range 15 245 230 1,533.3% 205
ATR 42 56 15 34.8% 0
Volume 4 4 0 0.0% 118
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,212 9,983 9,400
R3 9,967 9,738 9,333
R2 9,722 9,722 9,310
R1 9,493 9,493 9,288 9,485
PP 9,477 9,477 9,477 9,473
S1 9,248 9,248 9,243 9,240
S2 9,232 9,232 9,220
S3 8,987 9,003 9,198
S4 8,742 8,758 9,130
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 9,460 490 5.3% 58 0.6% -40% False True 6
10 10,120 9,460 660 7.1% 30 0.3% -30% False True 16
20 10,120 9,460 660 7.1% 15 0.2% -30% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 10,746
2.618 10,347
1.618 10,102
1.000 9,950
0.618 9,857
HIGH 9,705
0.618 9,612
0.500 9,583
0.382 9,554
LOW 9,460
0.618 9,309
1.000 9,215
1.618 9,064
2.618 8,819
4.250 8,419
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 9,583 9,705
PP 9,477 9,558
S1 9,371 9,412

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

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