NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 8,900 8,780 -120 -1.3% 8,610
High 8,960 8,895 -65 -0.7% 8,915
Low 8,775 8,700 -75 -0.9% 8,610
Close 8,805 8,885 80 0.9% 8,885
Range 185 195 10 5.4% 305
ATR 174 175 2 0.9% 0
Volume 7,519 7,818 299 4.0% 29,587
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,412 9,343 8,992
R3 9,217 9,148 8,939
R2 9,022 9,022 8,921
R1 8,953 8,953 8,903 8,988
PP 8,827 8,827 8,827 8,844
S1 8,758 8,758 8,867 8,793
S2 8,632 8,632 8,849
S3 8,437 8,563 8,832
S4 8,242 8,368 8,778
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 8,700 260 2.9% 168 1.9% 71% False True 6,994
10 8,960 8,370 590 6.6% 155 1.7% 87% False False 6,729
20 8,960 8,280 680 7.7% 189 2.1% 89% False False 7,777
40 9,045 8,280 765 8.6% 174 2.0% 79% False False 7,022
60 10,050 8,280 1,770 19.9% 164 1.8% 34% False False 4,699
80 10,120 8,280 1,840 20.7% 123 1.4% 33% False False 3,526
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 38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,724
2.618 9,406
1.618 9,211
1.000 9,090
0.618 9,016
HIGH 8,895
0.618 8,821
0.500 8,798
0.382 8,775
LOW 8,700
0.618 8,580
1.000 8,505
1.618 8,385
2.618 8,190
4.250 7,871
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 8,856 8,867
PP 8,827 8,848
S1 8,798 8,830

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

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