NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 8,550 8,585 35 0.4% 9,075
High 8,555 8,615 60 0.7% 9,075
Low 8,540 8,585 45 0.5% 8,680
Close 8,605 8,535 -70 -0.8% 8,750
Range 15 30 15 100.0% 395
ATR 69 66 -3 -4.0% 0
Volume 2 5 3 150.0% 234
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,668 8,632 8,552
R3 8,638 8,602 8,543
R2 8,608 8,608 8,541
R1 8,572 8,572 8,538 8,575
PP 8,578 8,578 8,578 8,580
S1 8,542 8,542 8,532 8,545
S2 8,548 8,548 8,530
S3 8,518 8,512 8,527
S4 8,488 8,482 8,519
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 8,775 8,540 235 2.8% 24 0.3% -2% False False 3
10 9,075 8,540 535 6.3% 20 0.2% -1% False False 25
20 9,075 8,540 535 6.3% 15 0.2% -1% False False 14
40 9,075 8,395 680 8.0% 13 0.1% 21% False False 8
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,743
2.618 8,694
1.618 8,664
1.000 8,645
0.618 8,634
HIGH 8,615
0.618 8,604
0.500 8,600
0.382 8,597
LOW 8,585
0.618 8,567
1.000 8,555
1.618 8,537
2.618 8,507
4.250 8,458
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 8,600 8,658
PP 8,578 8,617
S1 8,557 8,576

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

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