NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 8,280 8,270 -10 -0.1% 8,620
High 8,355 8,295 -60 -0.7% 8,660
Low 8,250 8,140 -110 -1.3% 8,365
Close 8,265 8,155 -110 -1.3% 8,400
Range 105 155 50 47.6% 295
ATR 157 156 0 -0.1% 0
Volume 5,099 6,223 1,124 22.0% 29,439
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,662 8,563 8,240
R3 8,507 8,408 8,198
R2 8,352 8,352 8,184
R1 8,253 8,253 8,169 8,225
PP 8,197 8,197 8,197 8,183
S1 8,098 8,098 8,141 8,070
S2 8,042 8,042 8,127
S3 7,887 7,943 8,113
S4 7,732 7,788 8,070
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 8,490 8,140 350 4.3% 130 1.6% 4% False True 5,954
10 8,660 8,140 520 6.4% 133 1.6% 3% False True 5,801
20 9,170 8,140 1,030 12.6% 169 2.1% 1% False True 6,755
40 9,170 8,140 1,030 12.6% 167 2.0% 1% False True 6,699
60 9,170 8,140 1,030 12.6% 174 2.1% 1% False True 7,485
80 9,705 8,140 1,565 19.2% 175 2.1% 1% False True 5,630
100 10,120 8,140 1,980 24.3% 141 1.7% 1% False True 4,506
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 30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,954
2.618 8,701
1.618 8,546
1.000 8,450
0.618 8,391
HIGH 8,295
0.618 8,236
0.500 8,218
0.382 8,199
LOW 8,140
0.618 8,044
1.000 7,985
1.618 7,889
2.618 7,734
4.250 7,481
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 8,218 8,270
PP 8,197 8,232
S1 8,176 8,193

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

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