NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 8,500 8,545 45 0.5% 8,770
High 8,540 8,615 75 0.9% 8,855
Low 8,390 8,470 80 1.0% 8,460
Close 8,535 8,610 75 0.9% 8,510
Range 150 145 -5 -3.3% 395
ATR 166 165 -2 -0.9% 0
Volume 8,801 10,840 2,039 23.2% 60,318
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,000 8,950 8,690
R3 8,855 8,805 8,650
R2 8,710 8,710 8,637
R1 8,660 8,660 8,623 8,685
PP 8,565 8,565 8,565 8,578
S1 8,515 8,515 8,597 8,540
S2 8,420 8,420 8,584
S3 8,275 8,370 8,570
S4 8,130 8,225 8,530
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% 183 2.1% 47% False False 11,944
10 9,045 8,390 655 7.6% 166 1.9% 34% False False 8,520
20 9,110 8,390 720 8.4% 147 1.7% 31% False False 4,274
40 10,120 8,390 1,730 20.1% 130 1.5% 13% False False 2,165
60 10,120 8,390 1,730 20.1% 87 1.0% 13% False False 1,444
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 30
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9,231
2.618 8,995
1.618 8,850
1.000 8,760
0.618 8,705
HIGH 8,615
0.618 8,560
0.500 8,543
0.382 8,526
LOW 8,470
0.618 8,381
1.000 8,325
1.618 8,236
2.618 8,091
4.250 7,854
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 8,588 8,598
PP 8,565 8,587
S1 8,543 8,575

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

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