NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 8,700 8,550 -150 -1.7% 9,075
High 8,775 8,555 -220 -2.5% 9,075
Low 8,700 8,540 -160 -1.8% 8,680
Close 8,775 8,605 -170 -1.9% 8,750
Range 75 15 -60 -80.0% 395
ATR 56 69 13 22.6% 0
Volume 2 2 0 0.0% 234
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,612 8,623 8,613
R3 8,597 8,608 8,609
R2 8,582 8,582 8,608
R1 8,593 8,593 8,607 8,588
PP 8,567 8,567 8,567 8,564
S1 8,578 8,578 8,604 8,573
S2 8,552 8,552 8,602
S3 8,537 8,563 8,601
S4 8,522 8,548 8,597
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 8,800 8,540 260 3.0% 27 0.3% 25% False True 4
10 9,075 8,540 535 6.2% 20 0.2% 12% False True 25
20 9,075 8,540 535 6.2% 14 0.2% 12% False True 14
40 9,075 8,395 680 7.9% 12 0.1% 31% False False 8
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 3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,619
2.618 8,594
1.618 8,579
1.000 8,570
0.618 8,564
HIGH 8,555
0.618 8,549
0.500 8,548
0.382 8,546
LOW 8,540
0.618 8,531
1.000 8,525
1.618 8,516
2.618 8,501
4.250 8,476
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 8,586 8,658
PP 8,567 8,640
S1 8,548 8,623

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

View Archives - Comment on this page... - Back to Index of Symbols