NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 8,560 8,470 -90 -1.1% 8,700
High 8,560 8,490 -70 -0.8% 8,775
Low 8,560 8,470 -90 -1.1% 8,540
Close 8,545 8,395 -150 -1.8% 8,605
Range 0 20 20 235
ATR 63 64 1 1.4% 0
Volume 2 1 -1 -50.0% 15
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,512 8,473 8,406
R3 8,492 8,453 8,401
R2 8,472 8,472 8,399
R1 8,433 8,433 8,397 8,443
PP 8,452 8,452 8,452 8,456
S1 8,413 8,413 8,393 8,423
S2 8,432 8,432 8,391
S3 8,412 8,393 8,390
S4 8,392 8,373 8,384
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 8,470 145 1.7% 18 0.2% -52% False True 11
10 8,800 8,470 330 3.9% 23 0.3% -23% False True 7
20 9,075 8,470 605 7.2% 18 0.2% -12% False True 15
40 9,075 8,395 680 8.1% 14 0.2% 0% False False 9
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 3 trading days
Fibonacci Retracements and Extensions
4.250 8,575
2.618 8,542
1.618 8,522
1.000 8,510
0.618 8,502
HIGH 8,490
0.618 8,482
0.500 8,480
0.382 8,478
LOW 8,470
0.618 8,458
1.000 8,450
1.618 8,438
2.618 8,418
4.250 8,385
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 8,480 8,520
PP 8,452 8,478
S1 8,423 8,437

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

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