NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 8,620 8,610 -10 -0.1% 8,550
High 8,680 8,810 130 1.5% 8,680
Low 8,570 8,610 40 0.5% 8,345
Close 8,620 8,795 175 2.0% 8,620
Range 110 200 90 81.8% 335
ATR 183 185 1 0.6% 0
Volume 7,622 4,170 -3,452 -45.3% 38,221
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,338 9,267 8,905
R3 9,138 9,067 8,850
R2 8,938 8,938 8,832
R1 8,867 8,867 8,813 8,903
PP 8,738 8,738 8,738 8,756
S1 8,667 8,667 8,777 8,703
S2 8,538 8,538 8,758
S3 8,338 8,467 8,740
S4 8,138 8,267 8,685
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 8,810 8,345 465 5.3% 166 1.9% 97% True False 6,827
10 8,810 8,345 465 5.3% 194 2.2% 97% True False 7,370
20 8,855 8,280 575 6.5% 191 2.2% 90% False False 8,277
40 9,110 8,280 830 9.4% 168 1.9% 62% False False 6,005
60 10,120 8,280 1,840 20.9% 148 1.7% 28% False False 4,021
80 10,120 8,280 1,840 20.9% 112 1.3% 28% False False 3,017
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,660
2.618 9,334
1.618 9,134
1.000 9,010
0.618 8,934
HIGH 8,810
0.618 8,734
0.500 8,710
0.382 8,687
LOW 8,610
0.618 8,487
1.000 8,410
1.618 8,287
2.618 8,087
4.250 7,760
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 8,767 8,749
PP 8,738 8,703
S1 8,710 8,658

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

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