NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 8,410 8,400 -10 -0.1% 8,620
High 8,490 8,460 -30 -0.4% 8,660
Low 8,365 8,365 0 0.0% 8,365
Close 8,390 8,400 10 0.1% 8,400
Range 125 95 -30 -24.0% 295
ATR 165 160 -5 -3.0% 0
Volume 8,103 4,973 -3,130 -38.6% 29,439
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,693 8,642 8,452
R3 8,598 8,547 8,426
R2 8,503 8,503 8,418
R1 8,452 8,452 8,409 8,448
PP 8,408 8,408 8,408 8,406
S1 8,357 8,357 8,391 8,353
S2 8,313 8,313 8,383
S3 8,218 8,262 8,374
S4 8,123 8,167 8,348
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,360 9,175 8,562
R3 9,065 8,880 8,481
R2 8,770 8,770 8,454
R1 8,585 8,585 8,427 8,530
PP 8,475 8,475 8,475 8,448
S1 8,290 8,290 8,373 8,235
S2 8,180 8,180 8,346
S3 7,885 7,995 8,319
S4 7,590 7,700 8,238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,660 8,365 295 3.5% 124 1.5% 12% False True 5,887
10 8,815 8,365 450 5.4% 140 1.7% 8% False True 6,242
20 9,170 8,365 805 9.6% 170 2.0% 4% False True 6,774
40 9,170 8,280 890 10.6% 173 2.1% 13% False False 6,884
60 9,170 8,280 890 10.6% 173 2.1% 13% False False 7,212
80 9,950 8,280 1,670 19.9% 170 2.0% 7% False False 5,422
100 10,120 8,280 1,840 21.9% 136 1.6% 7% False False 4,340
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,864
2.618 8,709
1.618 8,614
1.000 8,555
0.618 8,519
HIGH 8,460
0.618 8,424
0.500 8,413
0.382 8,401
LOW 8,365
0.618 8,306
1.000 8,270
1.618 8,211
2.618 8,116
4.250 7,961
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 8,413 8,470
PP 8,408 8,447
S1 8,404 8,423

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

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