NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 8,165 8,205 40 0.5% 8,390
High 8,220 8,415 195 2.4% 8,400
Low 8,105 8,200 95 1.2% 8,105
Close 8,130 8,390 260 3.2% 8,130
Range 115 215 100 87.0% 295
ATR 153 163 9 6.1% 0
Volume 5,924 6,598 674 11.4% 22,619
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,980 8,900 8,508
R3 8,765 8,685 8,449
R2 8,550 8,550 8,430
R1 8,470 8,470 8,410 8,510
PP 8,335 8,335 8,335 8,355
S1 8,255 8,255 8,370 8,295
S2 8,120 8,120 8,351
S3 7,905 8,040 8,331
S4 7,690 7,825 8,272
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 8,415 8,105 310 3.7% 152 1.8% 92% True False 5,843
10 8,660 8,105 555 6.6% 138 1.6% 51% False False 5,865
20 9,170 8,105 1,065 12.7% 163 1.9% 27% False False 6,485
40 9,170 8,105 1,065 12.7% 164 2.0% 27% False False 6,606
60 9,170 8,105 1,065 12.7% 176 2.1% 27% False False 7,648
80 9,265 8,105 1,160 13.8% 176 2.1% 25% False False 5,787
100 10,120 8,105 2,015 24.0% 144 1.7% 14% False False 4,631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 9,329
2.618 8,978
1.618 8,763
1.000 8,630
0.618 8,548
HIGH 8,415
0.618 8,333
0.500 8,308
0.382 8,282
LOW 8,200
0.618 8,067
1.000 7,985
1.618 7,852
2.618 7,637
4.250 7,286
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 8,363 8,347
PP 8,335 8,303
S1 8,308 8,260

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

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