NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 8,550 8,730 180 2.1% 8,435
High 8,785 8,765 -20 -0.2% 8,785
Low 8,520 8,570 50 0.6% 8,280
Close 8,735 8,575 -160 -1.8% 8,575
Range 265 195 -70 -26.4% 505
ATR 191 192 0 0.1% 0
Volume 7,061 9,175 2,114 29.9% 40,343
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,222 9,093 8,682
R3 9,027 8,898 8,629
R2 8,832 8,832 8,611
R1 8,703 8,703 8,593 8,670
PP 8,637 8,637 8,637 8,620
S1 8,508 8,508 8,557 8,475
S2 8,442 8,442 8,539
S3 8,247 8,313 8,522
S4 8,052 8,118 8,468
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 10,062 9,823 8,853
R3 9,557 9,318 8,714
R2 9,052 9,052 8,668
R1 8,813 8,813 8,621 8,933
PP 8,547 8,547 8,547 8,606
S1 8,308 8,308 8,529 8,428
S2 8,042 8,042 8,483
S3 7,537 7,803 8,436
S4 7,032 7,298 8,297
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 5.9% 223 2.6% 58% False False 8,068
10 8,800 8,280 520 6.1% 209 2.4% 57% False False 8,483
20 8,965 8,280 685 8.0% 200 2.3% 43% False False 9,734
40 9,265 8,280 985 11.5% 189 2.2% 30% False False 4,967
60 10,120 8,280 1,840 21.5% 131 1.5% 16% False False 3,315
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,594
2.618 9,276
1.618 9,081
1.000 8,960
0.618 8,886
HIGH 8,765
0.618 8,691
0.500 8,668
0.382 8,645
LOW 8,570
0.618 8,450
1.000 8,375
1.618 8,255
2.618 8,060
4.250 7,741
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 8,668 8,653
PP 8,637 8,627
S1 8,606 8,601

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

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