NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 8,550 8,560 10 0.1% 8,780
High 8,595 8,575 -20 -0.2% 8,815
Low 8,500 8,390 -110 -1.3% 8,470
Close 8,540 8,390 -150 -1.8% 8,600
Range 95 185 90 94.7% 345
ATR 166 168 1 0.8% 0
Volume 5,072 6,291 1,219 24.0% 32,982
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,007 8,883 8,492
R3 8,822 8,698 8,441
R2 8,637 8,637 8,424
R1 8,513 8,513 8,407 8,483
PP 8,452 8,452 8,452 8,436
S1 8,328 8,328 8,373 8,298
S2 8,267 8,267 8,356
S3 8,082 8,143 8,339
S4 7,897 7,958 8,288
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 8,660 8,390 270 3.2% 136 1.6% 0% False True 5,648
10 8,820 8,390 430 5.1% 154 1.8% 0% False True 6,220
20 9,170 8,390 780 9.3% 172 2.0% 0% False True 6,725
40 9,170 8,280 890 10.6% 180 2.1% 12% False False 7,144
60 9,170 8,280 890 10.6% 174 2.1% 12% False False 6,994
80 10,050 8,280 1,770 21.1% 168 2.0% 6% False False 5,259
100 10,120 8,280 1,840 21.9% 134 1.6% 6% False False 4,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,361
2.618 9,059
1.618 8,874
1.000 8,760
0.618 8,689
HIGH 8,575
0.618 8,504
0.500 8,483
0.382 8,461
LOW 8,390
0.618 8,276
1.000 8,205
1.618 8,091
2.618 7,906
4.250 7,604
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 8,483 8,525
PP 8,452 8,480
S1 8,421 8,435

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

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