NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 9,060 9,090 30 0.3% 8,745
High 9,095 9,170 75 0.8% 9,100
Low 9,000 8,850 -150 -1.7% 8,665
Close 9,070 8,890 -180 -2.0% 9,070
Range 95 320 225 236.8% 435
ATR 171 182 11 6.2% 0
Volume 7,028 7,774 746 10.6% 34,989
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,930 9,730 9,066
R3 9,610 9,410 8,978
R2 9,290 9,290 8,949
R1 9,090 9,090 8,919 9,030
PP 8,970 8,970 8,970 8,940
S1 8,770 8,770 8,861 8,710
S2 8,650 8,650 8,831
S3 8,330 8,450 8,802
S4 8,010 8,130 8,714
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 9,170 8,665 505 5.7% 221 2.5% 45% True False 7,622
10 9,170 8,650 520 5.8% 182 2.0% 46% True False 6,698
20 9,170 8,345 825 9.3% 169 1.9% 66% True False 6,703
40 9,170 8,280 890 10.0% 185 2.1% 69% True False 8,364
60 9,195 8,280 915 10.3% 183 2.1% 67% False False 5,683
80 10,120 8,280 1,840 20.7% 143 1.6% 33% False False 4,265
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,530
2.618 10,008
1.618 9,688
1.000 9,490
0.618 9,368
HIGH 9,170
0.618 9,048
0.500 9,010
0.382 8,972
LOW 8,850
0.618 8,652
1.000 8,530
1.618 8,332
2.618 8,012
4.250 7,490
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 9,010 8,958
PP 8,970 8,935
S1 8,930 8,913

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

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