NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 8,465 8,530 65 0.8% 8,435
High 8,560 8,560 0 0.0% 8,785
Low 8,345 8,370 25 0.3% 8,280
Close 8,540 8,525 -15 -0.2% 8,575
Range 215 190 -25 -11.6% 505
ATR 195 195 0 -0.2% 0
Volume 7,597 6,392 -1,205 -15.9% 40,343
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,055 8,980 8,630
R3 8,865 8,790 8,577
R2 8,675 8,675 8,560
R1 8,600 8,600 8,543 8,543
PP 8,485 8,485 8,485 8,456
S1 8,410 8,410 8,508 8,353
S2 8,295 8,295 8,490
S3 8,105 8,220 8,473
S4 7,915 8,030 8,421
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% 217 2.5% 41% False False 7,695
10 8,785 8,280 505 5.9% 226 2.6% 49% False False 8,605
20 8,855 8,280 575 6.7% 200 2.3% 43% False False 8,967
40 9,135 8,280 855 10.0% 178 2.1% 29% False False 5,522
60 10,120 8,280 1,840 21.6% 141 1.7% 13% False False 3,686
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 58
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,368
2.618 9,058
1.618 8,868
1.000 8,750
0.618 8,678
HIGH 8,560
0.618 8,488
0.500 8,465
0.382 8,443
LOW 8,370
0.618 8,253
1.000 8,180
1.618 8,063
2.618 7,873
4.250 7,563
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 8,505 8,508
PP 8,485 8,492
S1 8,465 8,475

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

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