NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 8,730 8,550 -180 -2.1% 8,435
High 8,765 8,605 -160 -1.8% 8,785
Low 8,570 8,385 -185 -2.2% 8,280
Close 8,575 8,395 -180 -2.1% 8,575
Range 195 220 25 12.8% 505
ATR 192 194 2 1.1% 0
Volume 9,175 8,253 -922 -10.0% 40,343
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,122 8,978 8,516
R3 8,902 8,758 8,456
R2 8,682 8,682 8,435
R1 8,538 8,538 8,415 8,500
PP 8,462 8,462 8,462 8,443
S1 8,318 8,318 8,375 8,280
S2 8,242 8,242 8,355
S3 8,022 8,098 8,335
S4 7,802 7,878 8,274
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 8,385 400 4.8% 221 2.6% 3% False True 7,912
10 8,785 8,280 505 6.0% 214 2.5% 23% False False 8,691
20 8,855 8,280 575 6.8% 201 2.4% 20% False False 10,026
40 9,195 8,280 915 10.9% 190 2.3% 13% False False 5,173
60 10,120 8,280 1,840 21.9% 134 1.6% 6% False False 3,453
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 53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,540
2.618 9,181
1.618 8,961
1.000 8,825
0.618 8,741
HIGH 8,605
0.618 8,521
0.500 8,495
0.382 8,469
LOW 8,385
0.618 8,249
1.000 8,165
1.618 8,029
2.618 7,809
4.250 7,450
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 8,495 8,585
PP 8,462 8,522
S1 8,428 8,458

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

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