NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 8,590 8,515 -75 -0.9% 8,780
High 8,600 8,620 20 0.2% 8,815
Low 8,470 8,470 0 0.0% 8,470
Close 8,530 8,600 70 0.8% 8,600
Range 130 150 20 15.4% 345
ATR 178 176 -2 -1.1% 0
Volume 7,283 4,596 -2,687 -36.9% 32,982
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,013 8,957 8,683
R3 8,863 8,807 8,641
R2 8,713 8,713 8,628
R1 8,657 8,657 8,614 8,685
PP 8,563 8,563 8,563 8,578
S1 8,507 8,507 8,586 8,535
S2 8,413 8,413 8,573
S3 8,263 8,357 8,559
S4 8,113 8,207 8,518
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,663 9,477 8,790
R3 9,318 9,132 8,695
R2 8,973 8,973 8,663
R1 8,787 8,787 8,632 8,708
PP 8,628 8,628 8,628 8,589
S1 8,442 8,442 8,569 8,363
S2 8,283 8,283 8,537
S3 7,938 8,097 8,505
S4 7,593 7,752 8,410
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% 156 1.8% 38% False True 6,596
10 9,170 8,470 700 8.1% 189 2.2% 19% False True 7,105
20 9,170 8,470 700 8.1% 179 2.1% 19% False True 6,889
40 9,170 8,280 890 10.3% 182 2.1% 36% False False 7,260
60 9,170 8,280 890 10.3% 173 2.0% 36% False False 6,722
80 10,120 8,280 1,840 21.4% 163 1.9% 17% False False 5,055
100 10,120 8,280 1,840 21.4% 130 1.5% 17% False False 4,045
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,258
2.618 9,013
1.618 8,863
1.000 8,770
0.618 8,713
HIGH 8,620
0.618 8,563
0.500 8,545
0.382 8,527
LOW 8,470
0.618 8,377
1.000 8,320
1.618 8,227
2.618 8,077
4.250 7,833
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 8,582 8,620
PP 8,563 8,613
S1 8,545 8,607

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

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