NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 8,545 8,595 50 0.6% 8,770
High 8,615 8,675 60 0.7% 8,855
Low 8,470 8,455 -15 -0.2% 8,460
Close 8,610 8,585 -25 -0.3% 8,510
Range 145 220 75 51.7% 395
ATR 165 169 4 2.4% 0
Volume 10,840 10,939 99 0.9% 60,318
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,232 9,128 8,706
R3 9,012 8,908 8,646
R2 8,792 8,792 8,625
R1 8,688 8,688 8,605 8,630
PP 8,572 8,572 8,572 8,543
S1 8,468 8,468 8,565 8,410
S2 8,352 8,352 8,545
S3 8,132 8,248 8,525
S4 7,912 8,028 8,464
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% 193 2.2% 42% False False 11,148
10 9,045 8,390 655 7.6% 181 2.1% 30% False False 9,603
20 9,110 8,390 720 8.4% 151 1.8% 27% False False 4,820
40 10,120 8,390 1,730 20.2% 136 1.6% 11% False False 2,438
60 10,120 8,390 1,730 20.2% 91 1.1% 11% False False 1,627
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,610
2.618 9,251
1.618 9,031
1.000 8,895
0.618 8,811
HIGH 8,675
0.618 8,591
0.500 8,565
0.382 8,539
LOW 8,455
0.618 8,319
1.000 8,235
1.618 8,099
2.618 7,879
4.250 7,520
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 8,578 8,568
PP 8,572 8,550
S1 8,565 8,533

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

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