NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 8,800 8,670 -130 -1.5% 8,500
High 8,800 8,745 -55 -0.6% 8,855
Low 8,625 8,635 10 0.1% 8,390
Close 8,700 8,645 -55 -0.6% 8,825
Range 175 110 -65 -37.1% 465
ATR 169 165 -4 -2.5% 0
Volume 6,172 6,250 78 1.3% 47,124
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,005 8,935 8,706
R3 8,895 8,825 8,675
R2 8,785 8,785 8,665
R1 8,715 8,715 8,655 8,695
PP 8,675 8,675 8,675 8,665
S1 8,605 8,605 8,635 8,585
S2 8,565 8,565 8,625
S3 8,455 8,495 8,615
S4 8,345 8,385 8,585
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% 164 1.9% 48% False False 7,981
10 8,855 8,390 465 5.4% 174 2.0% 55% False False 9,962
20 9,045 8,390 655 7.6% 158 1.8% 39% False False 6,266
40 10,050 8,390 1,660 19.2% 151 1.7% 15% False False 3,160
60 10,120 8,390 1,730 20.0% 101 1.2% 15% False False 2,109
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 9,213
2.618 9,033
1.618 8,923
1.000 8,855
0.618 8,813
HIGH 8,745
0.618 8,703
0.500 8,690
0.382 8,677
LOW 8,635
0.618 8,567
1.000 8,525
1.618 8,457
2.618 8,347
4.250 8,168
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 8,690 8,740
PP 8,675 8,708
S1 8,660 8,677

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

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