NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 8,505 8,620 115 1.4% 8,550
High 8,620 8,680 60 0.7% 8,680
Low 8,505 8,570 65 0.8% 8,345
Close 8,605 8,620 15 0.2% 8,620
Range 115 110 -5 -4.3% 335
ATR 189 183 -6 -3.0% 0
Volume 8,357 7,622 -735 -8.8% 38,221
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 8,953 8,897 8,681
R3 8,843 8,787 8,650
R2 8,733 8,733 8,640
R1 8,677 8,677 8,630 8,675
PP 8,623 8,623 8,623 8,623
S1 8,567 8,567 8,610 8,565
S2 8,513 8,513 8,600
S3 8,403 8,457 8,590
S4 8,293 8,347 8,560
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,553 9,422 8,804
R3 9,218 9,087 8,712
R2 8,883 8,883 8,682
R1 8,752 8,752 8,651 8,818
PP 8,548 8,548 8,548 8,581
S1 8,417 8,417 8,589 8,483
S2 8,213 8,213 8,559
S3 7,878 8,082 8,528
S4 7,543 7,747 8,436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,680 8,345 335 3.9% 170 2.0% 82% True False 7,644
10 8,785 8,280 505 5.9% 197 2.3% 67% False False 7,856
20 8,855 8,280 575 6.7% 189 2.2% 59% False False 8,508
40 9,110 8,280 830 9.6% 165 1.9% 41% False False 5,901
60 10,120 8,280 1,840 21.3% 145 1.7% 18% False False 3,952
80 10,120 8,280 1,840 21.3% 109 1.3% 18% False False 2,965
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 48
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 9,148
2.618 8,968
1.618 8,858
1.000 8,790
0.618 8,748
HIGH 8,680
0.618 8,638
0.500 8,625
0.382 8,612
LOW 8,570
0.618 8,502
1.000 8,460
1.618 8,392
2.618 8,282
4.250 8,103
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 8,625 8,588
PP 8,623 8,557
S1 8,622 8,525

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

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