NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 8,550 8,465 -85 -1.0% 8,435
High 8,605 8,560 -45 -0.5% 8,785
Low 8,385 8,345 -40 -0.5% 8,280
Close 8,395 8,540 145 1.7% 8,575
Range 220 215 -5 -2.3% 505
ATR 194 195 2 0.8% 0
Volume 8,253 7,597 -656 -7.9% 40,343
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,127 9,048 8,658
R3 8,912 8,833 8,599
R2 8,697 8,697 8,580
R1 8,618 8,618 8,560 8,658
PP 8,482 8,482 8,482 8,501
S1 8,403 8,403 8,520 8,443
S2 8,267 8,267 8,501
S3 8,052 8,188 8,481
S4 7,837 7,973 8,422
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 8,345 440 5.2% 208 2.4% 44% False True 7,851
10 8,785 8,280 505 5.9% 224 2.6% 51% False False 8,825
20 8,855 8,280 575 6.7% 199 2.3% 45% False False 9,394
40 9,135 8,280 855 10.0% 183 2.1% 30% False False 5,363
60 10,120 8,280 1,840 21.5% 138 1.6% 14% False False 3,579
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,474
2.618 9,123
1.618 8,908
1.000 8,775
0.618 8,693
HIGH 8,560
0.618 8,478
0.500 8,453
0.382 8,427
LOW 8,345
0.618 8,212
1.000 8,130
1.618 7,997
2.618 7,782
4.250 7,431
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 8,511 8,555
PP 8,482 8,550
S1 8,453 8,545

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

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