NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 8,670 8,670 0 0.0% 8,500
High 8,745 8,715 -30 -0.3% 8,855
Low 8,635 8,540 -95 -1.1% 8,390
Close 8,645 8,540 -105 -1.2% 8,825
Range 110 175 65 59.1% 465
ATR 165 166 1 0.4% 0
Volume 6,250 8,595 2,345 37.5% 47,124
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,123 9,007 8,636
R3 8,948 8,832 8,588
R2 8,773 8,773 8,572
R1 8,657 8,657 8,556 8,628
PP 8,598 8,598 8,598 8,584
S1 8,482 8,482 8,524 8,453
S2 8,423 8,423 8,508
S3 8,248 8,307 8,492
S4 8,073 8,132 8,444
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 8,540 315 3.7% 155 1.8% 0% False True 7,512
10 8,855 8,390 465 5.4% 174 2.0% 32% False False 9,330
20 9,045 8,390 655 7.7% 161 1.9% 23% False False 6,696
40 10,050 8,390 1,660 19.4% 155 1.8% 9% False False 3,374
60 10,120 8,390 1,730 20.3% 104 1.2% 9% False False 2,252
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 34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,459
2.618 9,173
1.618 8,998
1.000 8,890
0.618 8,823
HIGH 8,715
0.618 8,648
0.500 8,628
0.382 8,607
LOW 8,540
0.618 8,432
1.000 8,365
1.618 8,257
2.618 8,082
4.250 7,796
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 8,628 8,670
PP 8,598 8,627
S1 8,569 8,583

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

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