NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 8,780 8,860 80 0.9% 8,610
High 8,895 8,885 -10 -0.1% 8,915
Low 8,700 8,730 30 0.3% 8,610
Close 8,885 8,765 -120 -1.4% 8,885
Range 195 155 -40 -20.5% 305
ATR 175 174 -1 -0.8% 0
Volume 7,818 4,311 -3,507 -44.9% 29,587
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,258 9,167 8,850
R3 9,103 9,012 8,808
R2 8,948 8,948 8,794
R1 8,857 8,857 8,779 8,825
PP 8,793 8,793 8,793 8,778
S1 8,702 8,702 8,751 8,670
S2 8,638 8,638 8,737
S3 8,483 8,547 8,723
S4 8,328 8,392 8,680
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 3.0% 158 1.8% 25% False False 6,292
10 8,960 8,505 455 5.2% 151 1.7% 57% False False 6,521
20 8,960 8,280 680 7.8% 188 2.1% 71% False False 7,563
40 9,045 8,280 765 8.7% 175 2.0% 63% False False 7,129
60 10,050 8,280 1,770 20.2% 166 1.9% 27% False False 4,770
80 10,120 8,280 1,840 21.0% 125 1.4% 26% False False 3,580
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,544
2.618 9,291
1.618 9,136
1.000 9,040
0.618 8,981
HIGH 8,885
0.618 8,826
0.500 8,808
0.382 8,789
LOW 8,730
0.618 8,634
1.000 8,575
1.618 8,479
2.618 8,324
4.250 8,071
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 8,808 8,830
PP 8,793 8,808
S1 8,779 8,787

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

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