NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 8,765 8,590 -175 -2.0% 9,090
High 8,770 8,600 -170 -1.9% 9,170
Low 8,540 8,470 -70 -0.8% 8,565
Close 8,600 8,530 -70 -0.8% 8,745
Range 230 130 -100 -43.5% 605
ATR 182 178 -4 -2.0% 0
Volume 9,240 7,283 -1,957 -21.2% 38,076
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,923 8,857 8,602
R3 8,793 8,727 8,566
R2 8,663 8,663 8,554
R1 8,597 8,597 8,542 8,565
PP 8,533 8,533 8,533 8,518
S1 8,467 8,467 8,518 8,435
S2 8,403 8,403 8,506
S3 8,273 8,337 8,494
S4 8,143 8,207 8,459
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 8,815 8,470 345 4.0% 146 1.7% 17% False True 6,648
10 9,170 8,470 700 8.2% 183 2.1% 9% False True 7,349
20 9,170 8,470 700 8.2% 178 2.1% 9% False True 6,942
40 9,170 8,280 890 10.4% 181 2.1% 28% False False 7,325
60 9,170 8,280 890 10.4% 172 2.0% 28% False False 6,646
80 10,120 8,280 1,840 21.6% 161 1.9% 14% False False 4,998
100 10,120 8,280 1,840 21.6% 129 1.5% 14% False False 4,000
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,153
2.618 8,940
1.618 8,810
1.000 8,730
0.618 8,680
HIGH 8,600
0.618 8,550
0.500 8,535
0.382 8,520
LOW 8,470
0.618 8,390
1.000 8,340
1.618 8,260
2.618 8,130
4.250 7,918
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 8,535 8,633
PP 8,533 8,598
S1 8,532 8,564

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

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