NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 8,605 8,710 105 1.2% 8,205
High 8,725 8,710 -15 -0.2% 8,750
Low 8,595 8,505 -90 -1.0% 8,200
Close 8,710 8,530 -180 -2.1% 8,655
Range 130 205 75 57.7% 550
ATR 155 159 4 2.3% 0
Volume 10,298 4,509 -5,789 -56.2% 35,511
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 9,197 9,068 8,643
R3 8,992 8,863 8,587
R2 8,787 8,787 8,568
R1 8,658 8,658 8,549 8,620
PP 8,582 8,582 8,582 8,563
S1 8,453 8,453 8,511 8,415
S2 8,377 8,377 8,493
S3 8,172 8,248 8,474
S4 7,967 8,043 8,417
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 8,505 245 2.9% 138 1.6% 10% False True 8,930
10 8,750 8,105 645 7.6% 157 1.8% 66% False False 8,039
20 8,750 8,105 645 7.6% 145 1.7% 66% False False 6,920
40 9,170 8,105 1,065 12.5% 161 1.9% 40% False False 6,903
60 9,170 8,105 1,065 12.5% 170 2.0% 40% False False 7,224
80 9,170 8,105 1,065 12.5% 165 1.9% 40% False False 6,623
100 10,120 8,105 2,015 23.6% 156 1.8% 21% False False 5,310
120 10,120 8,105 2,015 23.6% 130 1.5% 21% False False 4,426
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9,581
2.618 9,247
1.618 9,042
1.000 8,915
0.618 8,837
HIGH 8,710
0.618 8,632
0.500 8,608
0.382 8,583
LOW 8,505
0.618 8,378
1.000 8,300
1.618 8,173
2.618 7,968
4.250 7,634
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 8,608 8,615
PP 8,582 8,587
S1 8,556 8,558

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

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