NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 8,270 8,165 -105 -1.3% 8,390
High 8,295 8,220 -75 -0.9% 8,400
Low 8,140 8,105 -35 -0.4% 8,105
Close 8,155 8,130 -25 -0.3% 8,130
Range 155 115 -40 -25.8% 295
ATR 156 153 -3 -1.9% 0
Volume 6,223 5,924 -299 -4.8% 22,619
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,497 8,428 8,193
R3 8,382 8,313 8,162
R2 8,267 8,267 8,151
R1 8,198 8,198 8,141 8,175
PP 8,152 8,152 8,152 8,140
S1 8,083 8,083 8,120 8,060
S2 8,037 8,037 8,109
S3 7,922 7,968 8,099
S4 7,807 7,853 8,067
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,097 8,908 8,292
R3 8,802 8,613 8,211
R2 8,507 8,507 8,184
R1 8,318 8,318 8,157 8,265
PP 8,212 8,212 8,212 8,185
S1 8,023 8,023 8,103 7,970
S2 7,917 7,917 8,076
S3 7,622 7,728 8,049
S4 7,327 7,433 7,968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,460 8,105 355 4.4% 128 1.6% 7% False True 5,518
10 8,660 8,105 555 6.8% 132 1.6% 5% False True 5,665
20 9,170 8,105 1,065 13.1% 157 1.9% 2% False True 6,507
40 9,170 8,105 1,065 13.1% 163 2.0% 2% False True 6,670
60 9,170 8,105 1,065 13.1% 174 2.1% 2% False True 7,568
80 9,705 8,105 1,600 19.7% 177 2.2% 2% False True 5,704
100 10,120 8,105 2,015 24.8% 142 1.7% 1% False True 4,565
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,709
2.618 8,521
1.618 8,406
1.000 8,335
0.618 8,291
HIGH 8,220
0.618 8,176
0.500 8,163
0.382 8,149
LOW 8,105
0.618 8,034
1.000 7,990
1.618 7,919
2.618 7,804
4.250 7,616
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 8,163 8,230
PP 8,152 8,197
S1 8,141 8,163

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

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