NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 8,745 8,845 100 1.1% 8,900
High 8,860 8,870 10 0.1% 8,960
Low 8,745 8,680 -65 -0.7% 8,650
Close 8,840 8,710 -130 -1.5% 8,750
Range 115 190 75 65.2% 310
ATR 163 165 2 1.2% 0
Volume 4,650 7,361 2,711 58.3% 31,745
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,323 9,207 8,815
R3 9,133 9,017 8,762
R2 8,943 8,943 8,745
R1 8,827 8,827 8,728 8,790
PP 8,753 8,753 8,753 8,735
S1 8,637 8,637 8,693 8,600
S2 8,563 8,563 8,675
S3 8,373 8,447 8,658
S4 8,183 8,257 8,606
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 8,885 8,650 235 2.7% 142 1.6% 26% False False 5,683
10 8,960 8,650 310 3.6% 155 1.8% 19% False False 6,339
20 8,960 8,345 615 7.1% 165 1.9% 59% False False 6,748
40 9,045 8,280 765 8.8% 174 2.0% 56% False False 7,727
60 9,950 8,280 1,670 19.2% 175 2.0% 26% False False 5,171
80 10,120 8,280 1,840 21.1% 132 1.5% 23% False False 3,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 39
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,678
2.618 9,368
1.618 9,178
1.000 9,060
0.618 8,988
HIGH 8,870
0.618 8,798
0.500 8,775
0.382 8,753
LOW 8,680
0.618 8,563
1.000 8,490
1.618 8,373
2.618 8,183
4.250 7,873
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 8,775 8,770
PP 8,753 8,750
S1 8,732 8,730

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

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