NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 8,790 8,765 -25 -0.3% 9,090
High 8,795 8,770 -25 -0.3% 9,170
Low 8,650 8,540 -110 -1.3% 8,565
Close 8,770 8,600 -170 -1.9% 8,745
Range 145 230 85 58.6% 605
ATR 178 182 4 2.1% 0
Volume 5,269 9,240 3,971 75.4% 38,076
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,327 9,193 8,727
R3 9,097 8,963 8,663
R2 8,867 8,867 8,642
R1 8,733 8,733 8,621 8,685
PP 8,637 8,637 8,637 8,613
S1 8,503 8,503 8,579 8,455
S2 8,407 8,407 8,558
S3 8,177 8,273 8,537
S4 7,947 8,043 8,474
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 8,540 280 3.3% 171 2.0% 21% False True 6,793
10 9,170 8,540 630 7.3% 206 2.4% 10% False True 7,708
20 9,170 8,540 630 7.3% 177 2.1% 10% False True 6,886
40 9,170 8,280 890 10.3% 183 2.1% 36% False False 7,377
60 9,170 8,280 890 10.3% 172 2.0% 36% False False 6,525
80 10,120 8,280 1,840 21.4% 159 1.8% 17% False False 4,908
100 10,120 8,280 1,840 21.4% 127 1.5% 17% False False 3,927
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,748
2.618 9,372
1.618 9,142
1.000 9,000
0.618 8,912
HIGH 8,770
0.618 8,682
0.500 8,655
0.382 8,628
LOW 8,540
0.618 8,398
1.000 8,310
1.618 8,168
2.618 7,938
4.250 7,563
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 8,655 8,678
PP 8,637 8,652
S1 8,618 8,626

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

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