NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 8,775 8,750 -25 -0.3% 9,075
High 8,800 8,750 -50 -0.6% 9,075
Low 8,755 8,750 -5 -0.1% 8,680
Close 8,800 8,750 -50 -0.6% 8,750
Range 45 0 -45 -100.0% 395
ATR 54 54 0 -0.5% 0
Volume 10 6 -4 -40.0% 234
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,750 8,750 8,750
R3 8,750 8,750 8,750
R2 8,750 8,750 8,750
R1 8,750 8,750 8,750 8,750
PP 8,750 8,750 8,750 8,750
S1 8,750 8,750 8,750 8,750
S2 8,750 8,750 8,750
S3 8,750 8,750 8,750
S4 8,750 8,750 8,750
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 10,020 9,780 8,967
R3 9,625 9,385 8,859
R2 9,230 9,230 8,823
R1 8,990 8,990 8,786 8,913
PP 8,835 8,835 8,835 8,796
S1 8,595 8,595 8,714 8,518
S2 8,440 8,440 8,678
S3 8,045 8,200 8,642
S4 7,650 7,805 8,533
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% 10 0.1% 18% False False 46
10 9,075 8,680 395 4.5% 19 0.2% 18% False False 25
20 9,075 8,620 455 5.2% 18 0.2% 29% False False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,750
2.618 8,750
1.618 8,750
1.000 8,750
0.618 8,750
HIGH 8,750
0.618 8,750
0.500 8,750
0.382 8,750
LOW 8,750
0.618 8,750
1.000 8,750
1.618 8,750
2.618 8,750
4.250 8,750
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 8,750 8,747
PP 8,750 8,743
S1 8,750 8,740

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

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