NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 8,470 8,445 -25 -0.3% 8,700
High 8,490 8,445 -45 -0.5% 8,775
Low 8,470 8,385 -85 -1.0% 8,540
Close 8,395 8,390 -5 -0.1% 8,605
Range 20 60 40 200.0% 235
ATR 64 63 0 -0.4% 0
Volume 1 15 14 1,400.0% 15
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,587 8,548 8,423
R3 8,527 8,488 8,407
R2 8,467 8,467 8,401
R1 8,428 8,428 8,396 8,418
PP 8,407 8,407 8,407 8,401
S1 8,368 8,368 8,385 8,358
S2 8,347 8,347 8,379
S3 8,287 8,308 8,374
S4 8,227 8,248 8,357
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 8,385 230 2.7% 24 0.3% 2% False True 13
10 8,775 8,385 390 4.6% 24 0.3% 1% False True 8
20 9,075 8,385 690 8.2% 21 0.3% 1% False True 16
40 9,075 8,385 690 8.2% 16 0.2% 1% False True 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 8,700
2.618 8,602
1.618 8,542
1.000 8,505
0.618 8,482
HIGH 8,445
0.618 8,422
0.500 8,415
0.382 8,408
LOW 8,385
0.618 8,348
1.000 8,325
1.618 8,288
2.618 8,228
4.250 8,130
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 8,415 8,473
PP 8,407 8,445
S1 8,398 8,418

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

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