NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 8,845 8,700 -145 -1.6% 8,900
High 8,870 8,810 -60 -0.7% 8,960
Low 8,680 8,665 -15 -0.2% 8,650
Close 8,710 8,800 90 1.0% 8,750
Range 190 145 -45 -23.7% 310
ATR 165 164 -1 -0.9% 0
Volume 7,361 5,070 -2,291 -31.1% 31,745
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,193 9,142 8,880
R3 9,048 8,997 8,840
R2 8,903 8,903 8,827
R1 8,852 8,852 8,813 8,878
PP 8,758 8,758 8,758 8,771
S1 8,707 8,707 8,787 8,733
S2 8,613 8,613 8,774
S3 8,468 8,562 8,760
S4 8,323 8,417 8,720
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 8,870 8,650 220 2.5% 140 1.6% 68% False False 5,835
10 8,960 8,650 310 3.5% 149 1.7% 48% False False 6,064
20 8,960 8,345 615 7.0% 165 1.9% 74% False False 6,643
40 9,045 8,280 765 8.7% 176 2.0% 68% False False 7,851
60 9,705 8,280 1,425 16.2% 177 2.0% 36% False False 5,255
80 10,120 8,280 1,840 20.9% 134 1.5% 28% False False 3,944
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,426
2.618 9,190
1.618 9,045
1.000 8,955
0.618 8,900
HIGH 8,810
0.618 8,755
0.500 8,738
0.382 8,721
LOW 8,665
0.618 8,576
1.000 8,520
1.618 8,431
2.618 8,286
4.250 8,049
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 8,779 8,789
PP 8,758 8,778
S1 8,738 8,768

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

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