NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 8,780 8,790 10 0.1% 9,090
High 8,815 8,795 -20 -0.2% 9,170
Low 8,690 8,650 -40 -0.5% 8,565
Close 8,790 8,770 -20 -0.2% 8,745
Range 125 145 20 16.0% 605
ATR 180 178 -3 -1.4% 0
Volume 6,594 5,269 -1,325 -20.1% 38,076
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,173 9,117 8,850
R3 9,028 8,972 8,810
R2 8,883 8,883 8,797
R1 8,827 8,827 8,783 8,783
PP 8,738 8,738 8,738 8,716
S1 8,682 8,682 8,757 8,638
S2 8,593 8,593 8,744
S3 8,448 8,537 8,730
S4 8,303 8,392 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 8,820 8,565 255 2.9% 158 1.8% 80% False False 6,186
10 9,170 8,565 605 6.9% 197 2.2% 34% False False 7,291
20 9,170 8,565 605 6.9% 176 2.0% 34% False False 6,815
40 9,170 8,280 890 10.1% 182 2.1% 55% False False 7,419
60 9,170 8,280 890 10.1% 170 1.9% 55% False False 6,371
80 10,120 8,280 1,840 21.0% 156 1.8% 27% False False 4,792
100 10,120 8,280 1,840 21.0% 125 1.4% 27% False False 3,834
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,411
2.618 9,175
1.618 9,030
1.000 8,940
0.618 8,885
HIGH 8,795
0.618 8,740
0.500 8,723
0.382 8,706
LOW 8,650
0.618 8,561
1.000 8,505
1.618 8,416
2.618 8,271
4.250 8,034
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 8,754 8,758
PP 8,738 8,745
S1 8,723 8,733

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

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