NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 8,885 8,890 5 0.1% 8,600
High 8,925 9,025 100 1.1% 8,800
Low 8,855 8,890 35 0.4% 8,600
Close 8,865 8,985 120 1.4% 8,765
Range 70 135 65 92.9% 200
ATR 150 150 1 0.5% 0
Volume 110 953 843 766.4% 200
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,372 9,313 9,059
R3 9,237 9,178 9,022
R2 9,102 9,102 9,010
R1 9,043 9,043 8,998 9,073
PP 8,967 8,967 8,967 8,981
S1 8,908 8,908 8,973 8,938
S2 8,832 8,832 8,960
S3 8,697 8,773 8,948
S4 8,562 8,638 8,911
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 9,025 8,605 420 4.7% 124 1.4% 90% True False 253
10 9,025 8,600 425 4.7% 120 1.3% 91% True False 131
20 9,705 8,600 1,105 12.3% 185 2.1% 35% False False 112
40 10,120 8,600 1,520 16.9% 94 1.0% 25% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,599
2.618 9,379
1.618 9,244
1.000 9,160
0.618 9,109
HIGH 9,025
0.618 8,974
0.500 8,958
0.382 8,942
LOW 8,890
0.618 8,807
1.000 8,755
1.618 8,672
2.618 8,537
4.250 8,316
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 8,976 8,955
PP 8,967 8,925
S1 8,958 8,895

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

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