NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 8,890 9,025 135 1.5% 8,600
High 9,025 9,045 20 0.2% 8,800
Low 8,890 8,960 70 0.8% 8,600
Close 8,985 8,965 -20 -0.2% 8,765
Range 135 85 -50 -37.0% 200
ATR 150 146 -5 -3.1% 0
Volume 953 1,778 825 86.6% 200
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,245 9,190 9,012
R3 9,160 9,105 8,989
R2 9,075 9,075 8,981
R1 9,020 9,020 8,973 9,005
PP 8,990 8,990 8,990 8,983
S1 8,935 8,935 8,957 8,920
S2 8,905 8,905 8,950
S3 8,820 8,850 8,942
S4 8,735 8,765 8,918
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 9,045 8,605 440 4.9% 121 1.3% 82% True False 604
10 9,045 8,600 445 5.0% 122 1.4% 82% True False 309
20 9,265 8,600 665 7.4% 177 2.0% 55% False False 201
40 10,120 8,600 1,520 17.0% 96 1.1% 24% False False 106
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 13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,406
2.618 9,268
1.618 9,183
1.000 9,130
0.618 9,098
HIGH 9,045
0.618 9,013
0.500 9,003
0.382 8,993
LOW 8,960
0.618 8,908
1.000 8,875
1.618 8,823
2.618 8,738
4.250 8,599
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 9,003 8,960
PP 8,990 8,955
S1 8,978 8,950

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

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