NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 8,515 8,620 105 1.2% 8,780
High 8,620 8,660 40 0.5% 8,815
Low 8,470 8,540 70 0.8% 8,470
Close 8,600 8,580 -20 -0.2% 8,600
Range 150 120 -30 -20.0% 345
ATR 176 172 -4 -2.3% 0
Volume 4,596 5,000 404 8.8% 32,982
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,953 8,887 8,646
R3 8,833 8,767 8,613
R2 8,713 8,713 8,602
R1 8,647 8,647 8,591 8,620
PP 8,593 8,593 8,593 8,580
S1 8,527 8,527 8,569 8,500
S2 8,473 8,473 8,558
S3 8,353 8,407 8,547
S4 8,233 8,287 8,514
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 8,795 8,470 325 3.8% 155 1.8% 34% False False 6,277
10 8,950 8,470 480 5.6% 169 2.0% 23% False False 6,828
20 9,170 8,470 700 8.2% 175 2.0% 16% False False 6,763
40 9,170 8,280 890 10.4% 180 2.1% 34% False False 7,231
60 9,170 8,280 890 10.4% 173 2.0% 34% False False 6,806
80 10,120 8,280 1,840 21.4% 164 1.9% 16% False False 5,118
100 10,120 8,280 1,840 21.4% 131 1.5% 16% False False 4,095
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 36
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9,170
2.618 8,974
1.618 8,854
1.000 8,780
0.618 8,734
HIGH 8,660
0.618 8,614
0.500 8,600
0.382 8,586
LOW 8,540
0.618 8,466
1.000 8,420
1.618 8,346
2.618 8,226
4.250 8,030
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 8,600 8,575
PP 8,593 8,570
S1 8,587 8,565

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.