NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 8,400 8,390 -10 -0.1% 8,620
High 8,460 8,400 -60 -0.7% 8,660
Low 8,365 8,230 -135 -1.6% 8,365
Close 8,400 8,265 -135 -1.6% 8,400
Range 95 170 75 78.9% 295
ATR 160 160 1 0.5% 0
Volume 4,973 5,373 400 8.0% 29,439
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,808 8,707 8,359
R3 8,638 8,537 8,312
R2 8,468 8,468 8,296
R1 8,367 8,367 8,281 8,333
PP 8,298 8,298 8,298 8,281
S1 8,197 8,197 8,250 8,163
S2 8,128 8,128 8,234
S3 7,958 8,027 8,218
S4 7,788 7,857 8,172
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 8,595 8,230 365 4.4% 134 1.6% 10% False True 5,962
10 8,795 8,230 565 6.8% 145 1.7% 6% False True 6,120
20 9,170 8,230 940 11.4% 173 2.1% 4% False True 6,810
40 9,170 8,230 940 11.4% 171 2.1% 4% False True 6,793
60 9,170 8,230 940 11.4% 173 2.1% 4% False True 7,299
80 9,950 8,230 1,720 20.8% 172 2.1% 2% False True 5,489
100 10,120 8,230 1,890 22.9% 138 1.7% 2% False True 4,393
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 26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,123
2.618 8,845
1.618 8,675
1.000 8,570
0.618 8,505
HIGH 8,400
0.618 8,335
0.500 8,315
0.382 8,295
LOW 8,230
0.618 8,125
1.000 8,060
1.618 7,955
2.618 7,785
4.250 7,508
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 8,315 8,360
PP 8,298 8,328
S1 8,282 8,297

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

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