NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 8,610 8,660 50 0.6% 8,205
High 8,750 8,730 -20 -0.2% 8,750
Low 8,595 8,650 55 0.6% 8,200
Close 8,655 8,670 15 0.2% 8,655
Range 155 80 -75 -48.4% 550
ATR 166 160 -6 -3.7% 0
Volume 5,698 11,205 5,507 96.6% 35,511
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,923 8,877 8,714
R3 8,843 8,797 8,692
R2 8,763 8,763 8,685
R1 8,717 8,717 8,677 8,740
PP 8,683 8,683 8,683 8,695
S1 8,637 8,637 8,663 8,660
S2 8,603 8,603 8,655
S3 8,523 8,557 8,648
S4 8,443 8,477 8,626
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 10,185 9,970 8,958
R3 9,635 9,420 8,806
R2 9,085 9,085 8,756
R1 8,870 8,870 8,706 8,978
PP 8,535 8,535 8,535 8,589
S1 8,320 8,320 8,605 8,428
S2 7,985 7,985 8,554
S3 7,435 7,770 8,504
S4 6,885 7,220 8,353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,750 8,355 395 4.6% 157 1.8% 80% False False 8,023
10 8,750 8,105 645 7.4% 155 1.8% 88% False False 6,933
20 8,815 8,105 710 8.2% 147 1.7% 80% False False 6,587
40 9,170 8,105 1,065 12.3% 162 1.9% 53% False False 6,653
60 9,170 8,105 1,065 12.3% 171 2.0% 53% False False 7,272
80 9,170 8,105 1,065 12.3% 164 1.9% 53% False False 6,277
100 10,120 8,105 2,015 23.2% 152 1.7% 28% False False 5,032
120 10,120 8,105 2,015 23.2% 127 1.5% 28% False False 4,194
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 9,070
2.618 8,940
1.618 8,860
1.000 8,810
0.618 8,780
HIGH 8,730
0.618 8,700
0.500 8,690
0.382 8,681
LOW 8,650
0.618 8,601
1.000 8,570
1.618 8,521
2.618 8,441
4.250 8,310
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 8,690 8,666
PP 8,683 8,662
S1 8,677 8,658

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

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