NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 8,620 8,605 -15 -0.2% 8,205
High 8,670 8,725 55 0.6% 8,750
Low 8,550 8,595 45 0.5% 8,200
Close 8,595 8,710 115 1.3% 8,655
Range 120 130 10 8.3% 550
ATR 157 155 -2 -1.2% 0
Volume 12,944 10,298 -2,646 -20.4% 35,511
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 9,067 9,018 8,782
R3 8,937 8,888 8,746
R2 8,807 8,807 8,734
R1 8,758 8,758 8,722 8,783
PP 8,677 8,677 8,677 8,689
S1 8,628 8,628 8,698 8,653
S2 8,547 8,547 8,686
S3 8,417 8,498 8,674
S4 8,287 8,368 8,639
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 8,550 200 2.3% 119 1.4% 80% False False 9,199
10 8,750 8,105 645 7.4% 152 1.7% 94% False False 8,210
20 8,770 8,105 665 7.6% 146 1.7% 91% False False 7,156
40 9,170 8,105 1,065 12.2% 161 1.8% 57% False False 6,986
60 9,170 8,105 1,065 12.2% 170 2.0% 57% False False 7,332
80 9,170 8,105 1,065 12.2% 164 1.9% 57% False False 6,567
100 10,120 8,105 2,015 23.1% 154 1.8% 30% False False 5,265
120 10,120 8,105 2,015 23.1% 129 1.5% 30% False False 4,388
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,278
2.618 9,065
1.618 8,935
1.000 8,855
0.618 8,805
HIGH 8,725
0.618 8,675
0.500 8,660
0.382 8,645
LOW 8,595
0.618 8,515
1.000 8,465
1.618 8,385
2.618 8,255
4.250 8,043
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 8,693 8,687
PP 8,677 8,663
S1 8,660 8,640

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

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