NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 8,530 8,395 -135 -1.6% 8,800
High 8,580 8,495 -85 -1.0% 8,800
Low 8,280 8,280 0 0.0% 8,280
Close 8,385 8,455 70 0.8% 8,455
Range 300 215 -85 -28.3% 520
ATR 175 178 3 1.6% 0
Volume 12,967 10,503 -2,464 -19.0% 44,487
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,055 8,970 8,573
R3 8,840 8,755 8,514
R2 8,625 8,625 8,495
R1 8,540 8,540 8,475 8,583
PP 8,410 8,410 8,410 8,431
S1 8,325 8,325 8,435 8,368
S2 8,195 8,195 8,416
S3 7,980 8,110 8,396
S4 7,765 7,895 8,337
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 10,072 9,783 8,741
R3 9,552 9,263 8,598
R2 9,032 9,032 8,550
R1 8,743 8,743 8,503 8,628
PP 8,512 8,512 8,512 8,454
S1 8,223 8,223 8,407 8,108
S2 7,992 7,992 8,360
S3 7,472 7,703 8,312
S4 6,952 7,183 8,169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,800 8,280 520 6.2% 195 2.3% 34% False True 8,897
10 8,855 8,280 575 6.8% 181 2.1% 30% False True 9,161
20 9,045 8,280 765 9.0% 174 2.1% 23% False True 7,868
40 9,950 8,280 1,670 19.8% 168 2.0% 10% False True 3,959
60 10,120 8,280 1,840 21.8% 112 1.3% 10% False True 2,643
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 44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,409
2.618 9,058
1.618 8,843
1.000 8,710
0.618 8,628
HIGH 8,495
0.618 8,413
0.500 8,388
0.382 8,362
LOW 8,280
0.618 8,147
1.000 8,065
1.618 7,932
2.618 7,717
4.250 7,366
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 8,433 8,498
PP 8,410 8,483
S1 8,388 8,469

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

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