NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 8,830 8,740 -90 -1.0% 8,770
High 8,855 8,760 -95 -1.1% 8,855
Low 8,705 8,460 -245 -2.8% 8,460
Close 8,735 8,510 -225 -2.6% 8,510
Range 150 300 150 100.0% 395
ATR 157 167 10 6.5% 0
Volume 13,369 11,793 -1,576 -11.8% 60,318
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,477 9,293 8,675
R3 9,177 8,993 8,593
R2 8,877 8,877 8,565
R1 8,693 8,693 8,538 8,635
PP 8,577 8,577 8,577 8,548
S1 8,393 8,393 8,483 8,335
S2 8,277 8,277 8,455
S3 7,977 8,093 8,428
S4 7,677 7,793 8,345
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,793 9,547 8,727
R3 9,398 9,152 8,619
R2 9,003 9,003 8,583
R1 8,757 8,757 8,546 8,683
PP 8,608 8,608 8,608 8,571
S1 8,362 8,362 8,474 8,288
S2 8,213 8,213 8,438
S3 7,818 7,967 8,402
S4 7,423 7,572 8,293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,965 8,460 505 5.9% 214 2.5% 10% False True 12,545
10 9,045 8,460 585 6.9% 168 2.0% 9% False True 6,575
20 9,110 8,460 650 7.6% 141 1.7% 8% False True 3,293
40 10,120 8,460 1,660 19.5% 123 1.4% 3% False True 1,674
60 10,120 8,460 1,660 19.5% 83 1.0% 3% False True 1,117
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 24
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 10,035
2.618 9,546
1.618 9,246
1.000 9,060
0.618 8,946
HIGH 8,760
0.618 8,646
0.500 8,610
0.382 8,575
LOW 8,460
0.618 8,275
1.000 8,160
1.618 7,975
2.618 7,675
4.250 7,185
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 8,610 8,658
PP 8,577 8,608
S1 8,543 8,559

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

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