NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 8,610 8,780 170 2.0% 8,550
High 8,810 8,815 5 0.1% 8,680
Low 8,610 8,725 115 1.3% 8,345
Close 8,795 8,760 -35 -0.4% 8,620
Range 200 90 -110 -55.0% 335
ATR 185 178 -7 -3.7% 0
Volume 4,170 5,780 1,610 38.6% 38,221
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,037 8,988 8,810
R3 8,947 8,898 8,785
R2 8,857 8,857 8,777
R1 8,808 8,808 8,768 8,788
PP 8,767 8,767 8,767 8,756
S1 8,718 8,718 8,752 8,698
S2 8,677 8,677 8,744
S3 8,587 8,628 8,735
S4 8,497 8,538 8,711
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 8,815 8,370 445 5.1% 141 1.6% 88% True False 6,464
10 8,815 8,345 470 5.4% 175 2.0% 88% True False 7,157
20 8,855 8,280 575 6.6% 188 2.1% 83% False False 8,024
40 9,110 8,280 830 9.5% 168 1.9% 58% False False 6,149
60 10,120 8,280 1,840 21.0% 150 1.7% 26% False False 4,118
80 10,120 8,280 1,840 21.0% 113 1.3% 26% False False 3,089
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 9,198
2.618 9,051
1.618 8,961
1.000 8,905
0.618 8,871
HIGH 8,815
0.618 8,781
0.500 8,770
0.382 8,760
LOW 8,725
0.618 8,670
1.000 8,635
1.618 8,580
2.618 8,490
4.250 8,343
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 8,770 8,738
PP 8,767 8,715
S1 8,763 8,693

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

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