NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 9,700 9,245 -455 -4.7% 9,950
High 9,705 9,265 -440 -4.5% 9,950
Low 9,460 9,100 -360 -3.8% 9,100
Close 9,265 9,310 45 0.5% 9,310
Range 245 165 -80 -32.7% 850
ATR 56 64 8 13.8% 0
Volume 4 8 4 100.0% 30
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,720 9,680 9,401
R3 9,555 9,515 9,356
R2 9,390 9,390 9,340
R1 9,350 9,350 9,325 9,370
PP 9,225 9,225 9,225 9,235
S1 9,185 9,185 9,295 9,205
S2 9,060 9,060 9,280
S3 8,895 9,020 9,265
S4 8,730 8,855 9,219
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,003 11,507 9,778
R3 11,153 10,657 9,544
R2 10,303 10,303 9,466
R1 9,807 9,807 9,388 9,630
PP 9,453 9,453 9,453 9,365
S1 8,957 8,957 9,232 8,780
S2 8,603 8,603 9,154
S3 7,753 8,107 9,076
S4 6,903 7,257 8,843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,950 9,100 850 9.1% 89 1.0% 25% False True 6
10 10,120 9,100 1,020 11.0% 47 0.5% 21% False True 14
20 10,120 9,100 1,020 11.0% 23 0.2% 21% False True 11
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 3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,966
2.618 9,697
1.618 9,532
1.000 9,430
0.618 9,367
HIGH 9,265
0.618 9,202
0.500 9,183
0.382 9,163
LOW 9,100
0.618 8,998
1.000 8,935
1.618 8,833
2.618 8,668
4.250 8,399
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 9,268 9,403
PP 9,225 9,372
S1 9,183 9,341

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

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