NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 8,750 8,795 45 0.5% 8,600
High 8,765 8,920 155 1.8% 8,800
Low 8,605 8,765 160 1.9% 8,600
Close 8,765 8,915 150 1.7% 8,765
Range 160 155 -5 -3.1% 200
ATR 156 156 0 0.0% 0
Volume 137 46 -91 -66.4% 200
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,332 9,278 9,000
R3 9,177 9,123 8,958
R2 9,022 9,022 8,944
R1 8,968 8,968 8,929 8,995
PP 8,867 8,867 8,867 8,880
S1 8,813 8,813 8,901 8,840
S2 8,712 8,712 8,887
S3 8,557 8,658 8,873
S4 8,402 8,503 8,830
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 8,920 8,600 320 3.6% 136 1.5% 98% True False 44
10 9,110 8,600 510 5.7% 128 1.4% 62% False False 27
20 9,950 8,600 1,350 15.1% 176 2.0% 23% False False 59
40 10,120 8,600 1,520 17.0% 89 1.0% 21% False False 35
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 False
Stretch 8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,579
2.618 9,326
1.618 9,171
1.000 9,075
0.618 9,016
HIGH 8,920
0.618 8,861
0.500 8,843
0.382 8,824
LOW 8,765
0.618 8,669
1.000 8,610
1.618 8,514
2.618 8,359
4.250 8,106
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 8,891 8,864
PP 8,867 8,813
S1 8,843 8,763

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

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