NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 8,730 8,785 55 0.6% 9,090
High 8,820 8,815 -5 -0.1% 9,170
Low 8,565 8,715 150 1.8% 8,565
Close 8,795 8,745 -50 -0.6% 8,745
Range 255 100 -155 -60.8% 605
ATR 191 185 -7 -3.4% 0
Volume 8,007 4,857 -3,150 -39.3% 38,076
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,058 9,002 8,800
R3 8,958 8,902 8,773
R2 8,858 8,858 8,763
R1 8,802 8,802 8,754 8,780
PP 8,758 8,758 8,758 8,748
S1 8,702 8,702 8,736 8,680
S2 8,658 8,658 8,727
S3 8,558 8,602 8,718
S4 8,458 8,502 8,690
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 10,642 10,298 9,078
R3 10,037 9,693 8,912
R2 9,432 9,432 8,856
R1 9,088 9,088 8,801 8,958
PP 8,827 8,827 8,827 8,761
S1 8,483 8,483 8,690 8,353
S2 8,222 8,222 8,634
S3 7,617 7,878 8,579
S4 7,012 7,273 8,412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,170 8,565 605 6.9% 221 2.5% 30% False False 7,615
10 9,170 8,565 605 6.9% 201 2.3% 30% False False 7,306
20 9,170 8,565 605 6.9% 177 2.0% 30% False False 6,719
40 9,170 8,280 890 10.2% 183 2.1% 52% False False 7,614
60 9,170 8,280 890 10.2% 169 1.9% 52% False False 6,174
80 10,120 8,280 1,840 21.0% 153 1.7% 25% False False 4,644
100 10,120 8,280 1,840 21.0% 123 1.4% 25% False False 3,716
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 45
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,240
2.618 9,077
1.618 8,977
1.000 8,915
0.618 8,877
HIGH 8,815
0.618 8,777
0.500 8,765
0.382 8,753
LOW 8,715
0.618 8,653
1.000 8,615
1.618 8,553
2.618 8,453
4.250 8,290
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 8,765 8,728
PP 8,758 8,710
S1 8,752 8,693

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

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