NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 8,740 8,500 -240 -2.7% 8,770
High 8,760 8,540 -220 -2.5% 8,855
Low 8,460 8,390 -70 -0.8% 8,460
Close 8,510 8,535 25 0.3% 8,510
Range 300 150 -150 -50.0% 395
ATR 167 166 -1 -0.7% 0
Volume 11,793 8,801 -2,992 -25.4% 60,318
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 8,938 8,887 8,618
R3 8,788 8,737 8,576
R2 8,638 8,638 8,563
R1 8,587 8,587 8,549 8,613
PP 8,488 8,488 8,488 8,501
S1 8,437 8,437 8,521 8,463
S2 8,338 8,338 8,508
S3 8,188 8,287 8,494
S4 8,038 8,137 8,453
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 8,855 8,390 465 5.4% 204 2.4% 31% False True 13,823
10 9,045 8,390 655 7.7% 167 2.0% 22% False True 7,441
20 9,110 8,390 720 8.4% 144 1.7% 20% False True 3,732
40 10,120 8,390 1,730 20.3% 127 1.5% 8% False True 1,894
60 10,120 8,390 1,730 20.3% 85 1.0% 8% False True 1,264
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 26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,178
2.618 8,933
1.618 8,783
1.000 8,690
0.618 8,633
HIGH 8,540
0.618 8,483
0.500 8,465
0.382 8,447
LOW 8,390
0.618 8,297
1.000 8,240
1.618 8,147
2.618 7,997
4.250 7,753
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 8,512 8,623
PP 8,488 8,593
S1 8,465 8,564

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

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