NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 8,800 9,060 260 3.0% 8,745
High 9,100 9,095 -5 -0.1% 9,100
Low 8,745 9,000 255 2.9% 8,665
Close 9,055 9,070 15 0.2% 9,070
Range 355 95 -260 -73.2% 435
ATR 177 171 -6 -3.3% 0
Volume 10,880 7,028 -3,852 -35.4% 34,989
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,340 9,300 9,122
R3 9,245 9,205 9,096
R2 9,150 9,150 9,088
R1 9,110 9,110 9,079 9,130
PP 9,055 9,055 9,055 9,065
S1 9,015 9,015 9,061 9,035
S2 8,960 8,960 9,053
S3 8,865 8,920 9,044
S4 8,770 8,825 9,018
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 10,250 10,095 9,309
R3 9,815 9,660 9,190
R2 9,380 9,380 9,150
R1 9,225 9,225 9,110 9,303
PP 8,945 8,945 8,945 8,984
S1 8,790 8,790 9,030 8,868
S2 8,510 8,510 8,990
S3 8,075 8,355 8,951
S4 7,640 7,920 8,831
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% 180 2.0% 93% False False 6,997
10 9,100 8,650 450 5.0% 169 1.9% 93% False False 6,673
20 9,100 8,345 755 8.3% 164 1.8% 96% False False 6,727
40 9,100 8,280 820 9.0% 182 2.0% 96% False False 8,230
60 9,265 8,280 985 10.9% 180 2.0% 80% False False 5,554
80 10,120 8,280 1,840 20.3% 139 1.5% 43% False False 4,168
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,499
2.618 9,344
1.618 9,249
1.000 9,190
0.618 9,154
HIGH 9,095
0.618 9,059
0.500 9,048
0.382 9,036
LOW 9,000
0.618 8,941
1.000 8,905
1.618 8,846
2.618 8,751
4.250 8,596
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 9,063 9,008
PP 9,055 8,945
S1 9,048 8,883

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

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