NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 8,765 8,750 -15 -0.2% 8,600
High 8,800 8,765 -35 -0.4% 8,800
Low 8,700 8,605 -95 -1.1% 8,600
Close 8,715 8,765 50 0.6% 8,765
Range 100 160 60 60.0% 200
ATR 155 156 0 0.2% 0
Volume 22 137 115 522.7% 200
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,192 9,138 8,853
R3 9,032 8,978 8,809
R2 8,872 8,872 8,794
R1 8,818 8,818 8,780 8,845
PP 8,712 8,712 8,712 8,725
S1 8,658 8,658 8,750 8,685
S2 8,552 8,552 8,736
S3 8,392 8,498 8,721
S4 8,232 8,338 8,677
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,322 9,243 8,875
R3 9,122 9,043 8,820
R2 8,922 8,922 8,802
R1 8,843 8,843 8,783 8,883
PP 8,722 8,722 8,722 8,741
S1 8,643 8,643 8,747 8,683
S2 8,522 8,522 8,728
S3 8,322 8,443 8,710
S4 8,122 8,243 8,655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,800 8,600 200 2.3% 125 1.4% 83% False False 40
10 9,110 8,600 510 5.8% 122 1.4% 32% False False 24
20 9,950 8,600 1,350 15.4% 169 1.9% 12% False False 58
40 10,120 8,600 1,520 17.3% 85 1.0% 11% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 9,445
2.618 9,184
1.618 9,024
1.000 8,925
0.618 8,864
HIGH 8,765
0.618 8,704
0.500 8,685
0.382 8,666
LOW 8,605
0.618 8,506
1.000 8,445
1.618 8,346
2.618 8,186
4.250 7,925
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 8,738 8,743
PP 8,712 8,722
S1 8,685 8,700

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

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