NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 8,595 8,580 -15 -0.2% 8,770
High 8,675 8,755 80 0.9% 8,855
Low 8,455 8,565 110 1.3% 8,460
Close 8,585 8,740 155 1.8% 8,510
Range 220 190 -30 -13.6% 395
ATR 169 170 2 0.9% 0
Volume 10,939 9,371 -1,568 -14.3% 60,318
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,257 9,188 8,845
R3 9,067 8,998 8,792
R2 8,877 8,877 8,775
R1 8,808 8,808 8,758 8,843
PP 8,687 8,687 8,687 8,704
S1 8,618 8,618 8,723 8,653
S2 8,497 8,497 8,705
S3 8,307 8,428 8,688
S4 8,117 8,238 8,636
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 8,760 8,390 370 4.2% 201 2.3% 95% False False 10,348
10 9,045 8,390 655 7.5% 186 2.1% 53% False False 10,445
20 9,045 8,390 655 7.5% 153 1.7% 53% False False 5,288
40 10,120 8,390 1,730 19.8% 141 1.6% 20% False False 2,672
60 10,120 8,390 1,730 19.8% 94 1.1% 20% False False 1,783
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 37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,563
2.618 9,253
1.618 9,063
1.000 8,945
0.618 8,873
HIGH 8,755
0.618 8,683
0.500 8,660
0.382 8,638
LOW 8,565
0.618 8,448
1.000 8,375
1.618 8,258
2.618 8,068
4.250 7,758
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 8,713 8,695
PP 8,687 8,650
S1 8,660 8,605

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

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