NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 8,935 8,935 0 0.0% 9,120
High 9,025 9,025 0 0.0% 9,195
Low 8,935 8,935 0 0.0% 8,635
Close 9,020 9,115 95 1.1% 9,020
Range 90 90 0 0.0% 560
ATR 155 150 -5 -3.0% 0
Volume 15 15 0 0.0% 888
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,295 9,295 9,165
R3 9,205 9,205 9,140
R2 9,115 9,115 9,132
R1 9,115 9,115 9,123 9,115
PP 9,025 9,025 9,025 9,025
S1 9,025 9,025 9,107 9,025
S2 8,935 8,935 9,099
S3 8,845 8,935 9,090
S4 8,755 8,845 9,066
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,630 10,385 9,328
R3 10,070 9,825 9,174
R2 9,510 9,510 9,123
R1 9,265 9,265 9,071 9,108
PP 8,950 8,950 8,950 8,871
S1 8,705 8,705 8,969 8,548
S2 8,390 8,390 8,917
S3 7,830 8,145 8,866
S4 7,270 7,585 8,712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,135 8,635 500 5.5% 262 2.9% 96% False False 178
10 9,950 8,635 1,315 14.4% 225 2.5% 37% False False 92
20 10,120 8,635 1,485 16.3% 114 1.2% 32% False False 56
40 10,120 8,635 1,485 16.3% 58 0.6% 32% False False 30
Crabel Price Patterns
NR False
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 False
Stretch 26
Fibonacci Retracements and Extensions
4.250 9,408
2.618 9,261
1.618 9,171
1.000 9,115
0.618 9,081
HIGH 9,025
0.618 8,991
0.500 8,980
0.382 8,970
LOW 8,935
0.618 8,880
1.000 8,845
1.618 8,790
2.618 8,700
4.250 8,553
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 9,070 9,053
PP 9,025 8,992
S1 8,980 8,930

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

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