NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 8,735 9,135 400 4.6% 9,950
High 9,035 9,135 100 1.1% 9,950
Low 8,635 8,745 110 1.3% 9,100
Close 9,095 8,785 -310 -3.4% 9,310
Range 400 390 -10 -2.5% 850
ATR 125 144 19 15.2% 0
Volume 27 26 -1 -3.7% 30
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,058 9,812 9,000
R3 9,668 9,422 8,892
R2 9,278 9,278 8,857
R1 9,032 9,032 8,821 8,960
PP 8,888 8,888 8,888 8,853
S1 8,642 8,642 8,749 8,570
S2 8,498 8,498 8,714
S3 8,108 8,252 8,678
S4 7,718 7,862 8,571
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 9,705 8,635 1,070 12.2% 340 3.9% 14% False False 14
10 9,950 8,635 1,315 15.0% 176 2.0% 11% False False 13
20 10,120 8,635 1,485 16.9% 88 1.0% 10% False False 14
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 False
Bull Hook True
Stretch 20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,793
2.618 10,156
1.618 9,766
1.000 9,525
0.618 9,376
HIGH 9,135
0.618 8,986
0.500 8,940
0.382 8,894
LOW 8,745
0.618 8,504
1.000 8,355
1.618 8,114
2.618 7,724
4.250 7,088
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 8,940 8,915
PP 8,888 8,872
S1 8,837 8,828

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

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