NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 8,760 8,700 -60 -0.7% 8,900
High 8,810 8,760 -50 -0.6% 8,960
Low 8,650 8,670 20 0.2% 8,650
Close 8,700 8,750 50 0.6% 8,750
Range 160 90 -70 -43.8% 310
ATR 173 167 -6 -3.4% 0
Volume 7,305 4,792 -2,513 -34.4% 31,745
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 8,997 8,963 8,800
R3 8,907 8,873 8,775
R2 8,817 8,817 8,767
R1 8,783 8,783 8,758 8,800
PP 8,727 8,727 8,727 8,735
S1 8,693 8,693 8,742 8,710
S2 8,637 8,637 8,734
S3 8,547 8,603 8,725
S4 8,457 8,513 8,701
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,717 9,543 8,921
R3 9,407 9,233 8,835
R2 9,097 9,097 8,807
R1 8,923 8,923 8,779 8,855
PP 8,787 8,787 8,787 8,753
S1 8,613 8,613 8,722 8,545
S2 8,477 8,477 8,693
S3 8,167 8,303 8,665
S4 7,857 7,993 8,580
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 3.5% 157 1.8% 32% False False 6,349
10 8,960 8,610 350 4.0% 154 1.8% 40% False False 6,133
20 8,960 8,280 680 7.8% 175 2.0% 69% False False 6,994
40 9,045 8,280 765 8.7% 175 2.0% 61% False False 7,431
60 9,950 8,280 1,670 19.1% 170 1.9% 28% False False 4,971
80 10,120 8,280 1,840 21.0% 128 1.5% 26% False False 3,731
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 40
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 9,143
2.618 8,996
1.618 8,906
1.000 8,850
0.618 8,816
HIGH 8,760
0.618 8,726
0.500 8,715
0.382 8,705
LOW 8,670
0.618 8,615
1.000 8,580
1.618 8,525
2.618 8,435
4.250 8,288
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 8,738 8,768
PP 8,727 8,762
S1 8,715 8,756

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

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