NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 8,860 8,760 -100 -1.1% 8,610
High 8,885 8,810 -75 -0.8% 8,915
Low 8,730 8,650 -80 -0.9% 8,610
Close 8,765 8,700 -65 -0.7% 8,885
Range 155 160 5 3.2% 305
ATR 174 173 -1 -0.6% 0
Volume 4,311 7,305 2,994 69.5% 29,587
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,200 9,110 8,788
R3 9,040 8,950 8,744
R2 8,880 8,880 8,729
R1 8,790 8,790 8,715 8,755
PP 8,720 8,720 8,720 8,703
S1 8,630 8,630 8,685 8,595
S2 8,560 8,560 8,671
S3 8,400 8,470 8,656
S4 8,240 8,310 8,612
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 8,650 310 3.6% 168 1.9% 16% False True 6,520
10 8,960 8,570 390 4.5% 156 1.8% 33% False False 6,416
20 8,960 8,280 680 7.8% 181 2.1% 62% False False 7,280
40 9,045 8,280 765 8.8% 175 2.0% 55% False False 7,312
60 9,950 8,280 1,670 19.2% 169 1.9% 25% False False 4,892
80 10,120 8,280 1,840 21.1% 127 1.5% 23% False False 3,671
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 True
Bear Hook False
Bull Hook False
Stretch 42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,490
2.618 9,229
1.618 9,069
1.000 8,970
0.618 8,909
HIGH 8,810
0.618 8,749
0.500 8,730
0.382 8,711
LOW 8,650
0.618 8,551
1.000 8,490
1.618 8,391
2.618 8,231
4.250 7,970
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 8,730 8,773
PP 8,720 8,748
S1 8,710 8,724

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

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