NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 8,480 8,620 140 1.7% 8,800
High 8,725 8,695 -30 -0.3% 8,800
Low 8,445 8,550 105 1.2% 8,280
Close 8,630 8,570 -60 -0.7% 8,455
Range 280 145 -135 -48.2% 520
ATR 189 186 -3 -1.7% 0
Volume 7,903 7,172 -731 -9.2% 44,487
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,040 8,950 8,650
R3 8,895 8,805 8,610
R2 8,750 8,750 8,597
R1 8,660 8,660 8,583 8,633
PP 8,605 8,605 8,605 8,591
S1 8,515 8,515 8,557 8,488
S2 8,460 8,460 8,544
S3 8,315 8,370 8,530
S4 8,170 8,225 8,490
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 8,725 8,280 445 5.2% 234 2.7% 65% False False 9,515
10 8,855 8,280 575 6.7% 195 2.3% 50% False False 8,513
20 9,045 8,280 765 8.9% 188 2.2% 38% False False 9,058
40 9,705 8,280 1,425 16.6% 184 2.1% 20% False False 4,561
60 10,120 8,280 1,840 21.5% 123 1.4% 16% False False 3,045
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 43
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9,311
2.618 9,075
1.618 8,930
1.000 8,840
0.618 8,785
HIGH 8,695
0.618 8,640
0.500 8,623
0.382 8,606
LOW 8,550
0.618 8,461
1.000 8,405
1.618 8,316
2.618 8,171
4.250 7,934
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 8,623 8,548
PP 8,605 8,525
S1 8,588 8,503

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

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