NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 8,800 8,900 100 1.1% 8,610
High 8,895 8,960 65 0.7% 8,915
Low 8,750 8,775 25 0.3% 8,610
Close 8,885 8,805 -80 -0.9% 8,885
Range 145 185 40 27.6% 305
ATR 173 174 1 0.5% 0
Volume 5,650 7,519 1,869 33.1% 29,587
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,402 9,288 8,907
R3 9,217 9,103 8,856
R2 9,032 9,032 8,839
R1 8,918 8,918 8,822 8,883
PP 8,847 8,847 8,847 8,829
S1 8,733 8,733 8,788 8,698
S2 8,662 8,662 8,771
S3 8,477 8,548 8,754
S4 8,292 8,363 8,703
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,718 9,607 9,053
R3 9,413 9,302 8,969
R2 9,108 9,108 8,941
R1 8,997 8,997 8,913 9,053
PP 8,803 8,803 8,803 8,831
S1 8,692 8,692 8,857 8,748
S2 8,498 8,498 8,829
S3 8,193 8,387 8,801
S4 7,888 8,082 8,717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,960 8,710 250 2.8% 147 1.7% 38% True False 6,587
10 8,960 8,345 615 7.0% 157 1.8% 75% True False 6,707
20 8,960 8,280 680 7.7% 185 2.1% 77% True False 7,699
40 9,045 8,280 765 8.7% 171 1.9% 69% False False 6,827
60 10,120 8,280 1,840 20.9% 160 1.8% 29% False False 4,569
80 10,120 8,280 1,840 20.9% 120 1.4% 29% False False 3,428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,746
2.618 9,444
1.618 9,259
1.000 9,145
0.618 9,074
HIGH 8,960
0.618 8,889
0.500 8,868
0.382 8,846
LOW 8,775
0.618 8,661
1.000 8,590
1.618 8,476
2.618 8,291
4.250 7,989
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 8,868 8,855
PP 8,847 8,838
S1 8,826 8,822

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

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