NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 9,025 8,940 -85 -0.9% 8,795
High 9,045 8,965 -80 -0.9% 9,045
Low 8,960 8,765 -195 -2.2% 8,765
Close 8,965 8,795 -170 -1.9% 8,795
Range 85 200 115 135.3% 280
ATR 146 150 4 2.7% 0
Volume 1,778 2,409 631 35.5% 5,296
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,442 9,318 8,905
R3 9,242 9,118 8,850
R2 9,042 9,042 8,832
R1 8,918 8,918 8,813 8,880
PP 8,842 8,842 8,842 8,823
S1 8,718 8,718 8,777 8,680
S2 8,642 8,642 8,758
S3 8,442 8,518 8,740
S4 8,242 8,318 8,685
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,708 9,532 8,949
R3 9,428 9,252 8,872
R2 9,148 9,148 8,846
R1 8,972 8,972 8,821 8,935
PP 8,868 8,868 8,868 8,850
S1 8,692 8,692 8,769 8,655
S2 8,588 8,588 8,744
S3 8,308 8,412 8,718
S4 8,028 8,132 8,641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,045 8,765 280 3.2% 129 1.5% 11% False True 1,059
10 9,045 8,600 445 5.1% 127 1.4% 44% False False 549
20 9,195 8,600 595 6.8% 179 2.0% 33% False False 321
40 10,120 8,600 1,520 17.3% 101 1.1% 13% False False 166
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 16
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 9,815
2.618 9,489
1.618 9,289
1.000 9,165
0.618 9,089
HIGH 8,965
0.618 8,889
0.500 8,865
0.382 8,842
LOW 8,765
0.618 8,642
1.000 8,565
1.618 8,442
2.618 8,242
4.250 7,915
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 8,865 8,905
PP 8,842 8,868
S1 8,818 8,832

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

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