NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 8,620 8,550 -70 -0.8% 8,780
High 8,660 8,595 -65 -0.8% 8,815
Low 8,540 8,500 -40 -0.5% 8,470
Close 8,580 8,540 -40 -0.5% 8,600
Range 120 95 -25 -20.8% 345
ATR 172 166 -5 -3.2% 0
Volume 5,000 5,072 72 1.4% 32,982
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,830 8,780 8,592
R3 8,735 8,685 8,566
R2 8,640 8,640 8,558
R1 8,590 8,590 8,549 8,568
PP 8,545 8,545 8,545 8,534
S1 8,495 8,495 8,531 8,473
S2 8,450 8,450 8,523
S3 8,355 8,400 8,514
S4 8,260 8,305 8,488
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 8,770 8,470 300 3.5% 145 1.7% 23% False False 6,238
10 8,820 8,470 350 4.1% 152 1.8% 20% False False 6,212
20 9,170 8,470 700 8.2% 170 2.0% 10% False False 6,626
40 9,170 8,280 890 10.4% 180 2.1% 29% False False 7,202
60 9,170 8,280 890 10.4% 173 2.0% 29% False False 6,890
80 10,050 8,280 1,770 20.7% 165 1.9% 15% False False 5,181
100 10,120 8,280 1,840 21.5% 132 1.5% 14% False False 4,146
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 8,999
2.618 8,844
1.618 8,749
1.000 8,690
0.618 8,654
HIGH 8,595
0.618 8,559
0.500 8,548
0.382 8,536
LOW 8,500
0.618 8,441
1.000 8,405
1.618 8,346
2.618 8,251
4.250 8,096
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 8,548 8,565
PP 8,545 8,557
S1 8,543 8,548

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

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