NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 8,700 8,800 100 1.1% 8,900
High 8,810 9,100 290 3.3% 8,960
Low 8,665 8,745 80 0.9% 8,650
Close 8,800 9,055 255 2.9% 8,750
Range 145 355 210 144.8% 310
ATR 164 177 14 8.4% 0
Volume 5,070 10,880 5,810 114.6% 31,745
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 10,032 9,898 9,250
R3 9,677 9,543 9,153
R2 9,322 9,322 9,120
R1 9,188 9,188 9,088 9,255
PP 8,967 8,967 8,967 9,000
S1 8,833 8,833 9,023 8,900
S2 8,612 8,612 8,990
S3 8,257 8,478 8,958
S4 7,902 8,123 8,860
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 9,100 8,665 435 4.8% 179 2.0% 90% True False 6,550
10 9,100 8,650 450 5.0% 174 1.9% 90% True False 6,535
20 9,100 8,345 755 8.3% 169 1.9% 94% True False 6,834
40 9,100 8,280 820 9.1% 182 2.0% 95% True False 8,099
60 9,705 8,280 1,425 15.7% 183 2.0% 54% False False 5,437
80 10,120 8,280 1,840 20.3% 138 1.5% 42% False False 4,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 41
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 10,609
2.618 10,030
1.618 9,675
1.000 9,455
0.618 9,320
HIGH 9,100
0.618 8,965
0.500 8,923
0.382 8,881
LOW 8,745
0.618 8,526
1.000 8,390
1.618 8,171
2.618 7,816
4.250 7,236
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 9,011 8,998
PP 8,967 8,940
S1 8,923 8,883

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

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