NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 8,620 8,550 -70 -0.8% 8,800
High 8,695 8,785 90 1.0% 8,800
Low 8,550 8,520 -30 -0.4% 8,280
Close 8,570 8,735 165 1.9% 8,455
Range 145 265 120 82.8% 520
ATR 186 191 6 3.0% 0
Volume 7,172 7,061 -111 -1.5% 44,487
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,475 9,370 8,881
R3 9,210 9,105 8,808
R2 8,945 8,945 8,784
R1 8,840 8,840 8,759 8,893
PP 8,680 8,680 8,680 8,706
S1 8,575 8,575 8,711 8,628
S2 8,415 8,415 8,687
S3 8,150 8,310 8,662
S4 7,885 8,045 8,589
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 8,785 8,280 505 5.8% 227 2.6% 90% True False 8,334
10 8,855 8,280 575 6.6% 202 2.3% 79% False False 8,282
20 9,045 8,280 765 8.8% 194 2.2% 59% False False 9,364
40 9,705 8,280 1,425 16.3% 190 2.2% 32% False False 4,738
60 10,120 8,280 1,840 21.1% 127 1.5% 25% False False 3,162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,911
2.618 9,479
1.618 9,214
1.000 9,050
0.618 8,949
HIGH 8,785
0.618 8,684
0.500 8,653
0.382 8,621
LOW 8,520
0.618 8,356
1.000 8,255
1.618 8,091
2.618 7,826
4.250 7,394
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 8,708 8,695
PP 8,680 8,655
S1 8,653 8,615

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

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