NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 8,395 8,435 40 0.5% 8,800
High 8,495 8,510 15 0.2% 8,800
Low 8,280 8,280 0 0.0% 8,280
Close 8,455 8,480 25 0.3% 8,455
Range 215 230 15 7.0% 520
ATR 178 182 4 2.1% 0
Volume 10,503 9,032 -1,471 -14.0% 44,487
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,113 9,027 8,607
R3 8,883 8,797 8,543
R2 8,653 8,653 8,522
R1 8,567 8,567 8,501 8,610
PP 8,423 8,423 8,423 8,445
S1 8,337 8,337 8,459 8,380
S2 8,193 8,193 8,438
S3 7,963 8,107 8,417
S4 7,733 7,877 8,354
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 8,745 8,280 465 5.5% 206 2.4% 43% False True 9,469
10 8,855 8,280 575 6.8% 189 2.2% 35% False True 9,184
20 9,045 8,280 765 9.0% 178 2.1% 26% False True 8,312
40 9,950 8,280 1,670 19.7% 173 2.0% 12% False True 4,185
60 10,120 8,280 1,840 21.7% 116 1.4% 11% False True 2,794
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 48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,488
2.618 9,112
1.618 8,882
1.000 8,740
0.618 8,652
HIGH 8,510
0.618 8,422
0.500 8,395
0.382 8,368
LOW 8,280
0.618 8,138
1.000 8,050
1.618 7,908
2.618 7,678
4.250 7,303
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 8,452 8,463
PP 8,423 8,447
S1 8,395 8,430

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

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