NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 8,680 8,775 95 1.1% 8,860
High 8,685 8,800 115 1.3% 9,010
Low 8,680 8,755 75 0.9% 8,725
Close 8,720 8,800 80 0.9% 9,075
Range 5 45 40 800.0% 285
ATR 52 54 2 3.8% 0
Volume 200 10 -190 -95.0% 19
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,920 8,905 8,825
R3 8,875 8,860 8,813
R2 8,830 8,830 8,808
R1 8,815 8,815 8,804 8,823
PP 8,785 8,785 8,785 8,789
S1 8,770 8,770 8,796 8,778
S2 8,740 8,740 8,792
S3 8,695 8,725 8,788
S4 8,650 8,680 8,775
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,792 9,718 9,232
R3 9,507 9,433 9,154
R2 9,222 9,222 9,127
R1 9,148 9,148 9,101 9,185
PP 8,937 8,937 8,937 8,955
S1 8,863 8,863 9,049 8,900
S2 8,652 8,652 9,023
S3 8,367 8,578 8,997
S4 8,082 8,293 8,918
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,075 8,680 395 4.5% 16 0.2% 30% False False 47
10 9,075 8,680 395 4.5% 19 0.2% 30% False False 24
20 9,075 8,605 470 5.3% 18 0.2% 41% False False 14
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 2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8,991
2.618 8,918
1.618 8,873
1.000 8,845
0.618 8,828
HIGH 8,800
0.618 8,783
0.500 8,778
0.382 8,772
LOW 8,755
0.618 8,727
1.000 8,710
1.618 8,682
2.618 8,637
4.250 8,564
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 8,793 8,796
PP 8,785 8,792
S1 8,778 8,788

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

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