NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 9,110 9,110 0 0.0% 9,120
High 9,110 9,110 0 0.0% 9,195
Low 8,965 8,965 0 0.0% 8,635
Close 9,040 9,015 -25 -0.3% 9,020
Range 145 145 0 0.0% 560
ATR 150 150 0 -0.2% 0
Volume 15 3 -12 -80.0% 888
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,465 9,385 9,095
R3 9,320 9,240 9,055
R2 9,175 9,175 9,042
R1 9,095 9,095 9,028 9,063
PP 9,030 9,030 9,030 9,014
S1 8,950 8,950 9,002 8,918
S2 8,885 8,885 8,989
S3 8,740 8,805 8,975
S4 8,595 8,660 8,935
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 9,110 8,760 350 3.9% 162 1.8% 73% True False 171
10 9,705 8,635 1,070 11.9% 251 2.8% 36% False False 93
20 10,120 8,635 1,485 16.5% 128 1.4% 26% False False 55
40 10,120 8,635 1,485 16.5% 64 0.7% 26% 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 9,726
2.618 9,490
1.618 9,345
1.000 9,255
0.618 9,200
HIGH 9,110
0.618 9,055
0.500 9,038
0.382 9,021
LOW 8,965
0.618 8,876
1.000 8,820
1.618 8,731
2.618 8,586
4.250 8,349
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 9,038 9,023
PP 9,030 9,020
S1 9,023 9,018

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

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