NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 8,445 8,640 195 2.3% 8,390
High 8,665 8,675 10 0.1% 8,400
Low 8,370 8,565 195 2.3% 8,105
Close 8,640 8,595 -45 -0.5% 8,130
Range 295 110 -185 -62.7% 295
ATR 171 167 -4 -2.6% 0
Volume 10,672 5,853 -4,819 -45.2% 22,619
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,942 8,878 8,656
R3 8,832 8,768 8,625
R2 8,722 8,722 8,615
R1 8,658 8,658 8,605 8,635
PP 8,612 8,612 8,612 8,600
S1 8,548 8,548 8,585 8,525
S2 8,502 8,502 8,575
S3 8,392 8,438 8,565
S4 8,282 8,328 8,535
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 8,675 8,105 570 6.6% 176 2.0% 86% True False 7,147
10 8,675 8,105 570 6.6% 153 1.8% 86% True False 6,550
20 8,820 8,105 715 8.3% 153 1.8% 69% False False 6,385
40 9,170 8,105 1,065 12.4% 162 1.9% 46% False False 6,630
60 9,170 8,105 1,065 12.4% 175 2.0% 46% False False 7,409
80 9,170 8,105 1,065 12.4% 170 2.0% 46% False False 6,076
100 10,120 8,105 2,015 23.4% 149 1.7% 24% False False 4,863
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 9,143
2.618 8,963
1.618 8,853
1.000 8,785
0.618 8,743
HIGH 8,675
0.618 8,633
0.500 8,620
0.382 8,607
LOW 8,565
0.618 8,497
1.000 8,455
1.618 8,387
2.618 8,277
4.250 8,098
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 8,620 8,568
PP 8,612 8,542
S1 8,603 8,515

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

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