NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 8,700 8,745 45 0.5% 8,900
High 8,760 8,860 100 1.1% 8,960
Low 8,670 8,745 75 0.9% 8,650
Close 8,750 8,840 90 1.0% 8,750
Range 90 115 25 27.8% 310
ATR 167 163 -4 -2.2% 0
Volume 4,792 4,650 -142 -3.0% 31,745
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,160 9,115 8,903
R3 9,045 9,000 8,872
R2 8,930 8,930 8,861
R1 8,885 8,885 8,851 8,908
PP 8,815 8,815 8,815 8,826
S1 8,770 8,770 8,830 8,793
S2 8,700 8,700 8,819
S3 8,585 8,655 8,809
S4 8,470 8,540 8,777
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 8,895 8,650 245 2.8% 143 1.6% 78% False False 5,775
10 8,960 8,650 310 3.5% 145 1.6% 61% False False 6,181
20 8,960 8,345 615 7.0% 169 1.9% 80% False False 6,775
40 9,045 8,280 765 8.7% 174 2.0% 73% False False 7,544
60 9,950 8,280 1,670 18.9% 172 1.9% 34% False False 5,048
80 10,120 8,280 1,840 20.8% 129 1.5% 30% False False 3,789
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 40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,349
2.618 9,161
1.618 9,046
1.000 8,975
0.618 8,931
HIGH 8,860
0.618 8,816
0.500 8,803
0.382 8,789
LOW 8,745
0.618 8,674
1.000 8,630
1.618 8,559
2.618 8,444
4.250 8,256
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 8,828 8,812
PP 8,815 8,783
S1 8,803 8,755

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

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