NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 8,570 8,560 -10 -0.1% 8,700
High 8,570 8,560 -10 -0.1% 8,775
Low 8,560 8,560 0 0.0% 8,540
Close 8,585 8,545 -40 -0.5% 8,605
Range 10 0 -10 -100.0% 235
ATR 66 63 -3 -4.4% 0
Volume 43 2 -41 -95.3% 15
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,555 8,550 8,545
R3 8,555 8,550 8,545
R2 8,555 8,555 8,545
R1 8,550 8,550 8,545 8,553
PP 8,555 8,555 8,555 8,556
S1 8,550 8,550 8,545 8,553
S2 8,555 8,555 8,545
S3 8,555 8,550 8,545
S4 8,555 8,550 8,545
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,345 9,210 8,734
R3 9,110 8,975 8,670
R2 8,875 8,875 8,648
R1 8,740 8,740 8,627 8,690
PP 8,640 8,640 8,640 8,615
S1 8,505 8,505 8,584 8,455
S2 8,405 8,405 8,562
S3 8,170 8,270 8,541
S4 7,935 8,035 8,476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,615 8,540 75 0.9% 17 0.2% 7% False False 11
10 8,800 8,540 260 3.0% 21 0.2% 2% False False 27
20 9,075 8,540 535 6.3% 17 0.2% 1% False False 15
40 9,075 8,395 680 8.0% 14 0.2% 22% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 8,560
2.618 8,560
1.618 8,560
1.000 8,560
0.618 8,560
HIGH 8,560
0.618 8,560
0.500 8,560
0.382 8,560
LOW 8,560
0.618 8,560
1.000 8,560
1.618 8,560
2.618 8,560
4.250 8,560
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 8,560 8,588
PP 8,555 8,573
S1 8,550 8,559

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

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