NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 8,580 8,735 155 1.8% 8,500
High 8,755 8,855 100 1.1% 8,855
Low 8,565 8,730 165 1.9% 8,390
Close 8,740 8,825 85 1.0% 8,825
Range 190 125 -65 -34.2% 465
ATR 170 167 -3 -1.9% 0
Volume 9,371 7,173 -2,198 -23.5% 47,124
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,178 9,127 8,894
R3 9,053 9,002 8,860
R2 8,928 8,928 8,848
R1 8,877 8,877 8,837 8,903
PP 8,803 8,803 8,803 8,816
S1 8,752 8,752 8,814 8,778
S2 8,678 8,678 8,802
S3 8,553 8,627 8,791
S4 8,428 8,502 8,756
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 10,085 9,920 9,081
R3 9,620 9,455 8,953
R2 9,155 9,155 8,910
R1 8,990 8,990 8,868 9,073
PP 8,690 8,690 8,690 8,731
S1 8,525 8,525 8,783 8,608
S2 8,225 8,225 8,740
S3 7,760 8,060 8,697
S4 7,295 7,595 8,569
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 5.3% 166 1.9% 94% True False 9,424
10 8,965 8,390 575 6.5% 190 2.2% 76% False False 10,985
20 9,045 8,390 655 7.4% 156 1.8% 66% False False 5,647
40 10,120 8,390 1,730 19.6% 144 1.6% 25% False False 2,851
60 10,120 8,390 1,730 19.6% 96 1.1% 25% False False 1,902
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 35
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 9,386
2.618 9,182
1.618 9,057
1.000 8,980
0.618 8,932
HIGH 8,855
0.618 8,807
0.500 8,793
0.382 8,778
LOW 8,730
0.618 8,653
1.000 8,605
1.618 8,528
2.618 8,403
4.250 8,199
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 8,814 8,768
PP 8,803 8,712
S1 8,793 8,655

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

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