NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 8,735 8,800 65 0.7% 8,500
High 8,855 8,800 -55 -0.6% 8,855
Low 8,730 8,625 -105 -1.2% 8,390
Close 8,825 8,700 -125 -1.4% 8,825
Range 125 175 50 40.0% 465
ATR 167 169 2 1.4% 0
Volume 7,173 6,172 -1,001 -14.0% 47,124
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,233 9,142 8,796
R3 9,058 8,967 8,748
R2 8,883 8,883 8,732
R1 8,792 8,792 8,716 8,750
PP 8,708 8,708 8,708 8,688
S1 8,617 8,617 8,684 8,575
S2 8,533 8,533 8,668
S3 8,358 8,442 8,652
S4 8,183 8,267 8,604
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 8,455 400 4.6% 171 2.0% 61% False False 8,899
10 8,855 8,390 465 5.3% 188 2.2% 67% False False 11,361
20 9,045 8,390 655 7.5% 157 1.8% 47% False False 5,955
40 10,120 8,390 1,730 19.9% 148 1.7% 18% False False 3,004
60 10,120 8,390 1,730 19.9% 99 1.1% 18% False False 2,005
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,544
2.618 9,258
1.618 9,083
1.000 8,975
0.618 8,908
HIGH 8,800
0.618 8,733
0.500 8,713
0.382 8,692
LOW 8,625
0.618 8,517
1.000 8,450
1.618 8,342
2.618 8,167
4.250 7,881
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 8,713 8,710
PP 8,708 8,707
S1 8,704 8,703

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

View Archives - Comment on this page... - Back to Index of Symbols