NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 8,660 8,620 -40 -0.5% 8,205
High 8,730 8,670 -60 -0.7% 8,750
Low 8,650 8,550 -100 -1.2% 8,200
Close 8,670 8,595 -75 -0.9% 8,655
Range 80 120 40 50.0% 550
ATR 160 157 -3 -1.8% 0
Volume 11,205 12,944 1,739 15.5% 35,511
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,965 8,900 8,661
R3 8,845 8,780 8,628
R2 8,725 8,725 8,617
R1 8,660 8,660 8,606 8,633
PP 8,605 8,605 8,605 8,591
S1 8,540 8,540 8,584 8,513
S2 8,485 8,485 8,573
S3 8,365 8,420 8,562
S4 8,245 8,300 8,529
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 8,370 380 4.4% 152 1.8% 59% False False 9,274
10 8,750 8,105 645 7.5% 150 1.7% 76% False False 7,690
20 8,795 8,105 690 8.0% 147 1.7% 71% False False 6,905
40 9,170 8,105 1,065 12.4% 160 1.9% 46% False False 6,873
60 9,170 8,105 1,065 12.4% 171 2.0% 46% False False 7,341
80 9,170 8,105 1,065 12.4% 164 1.9% 46% False False 6,439
100 10,120 8,105 2,015 23.4% 153 1.8% 24% False False 5,162
120 10,120 8,105 2,015 23.4% 128 1.5% 24% False False 4,302
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 33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,180
2.618 8,984
1.618 8,864
1.000 8,790
0.618 8,744
HIGH 8,670
0.618 8,624
0.500 8,610
0.382 8,596
LOW 8,550
0.618 8,476
1.000 8,430
1.618 8,356
2.618 8,236
4.250 8,040
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 8,610 8,650
PP 8,605 8,632
S1 8,600 8,613

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

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