NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 8,445 8,345 -100 -1.2% 8,570
High 8,445 8,345 -100 -1.2% 8,570
Low 8,385 8,245 -140 -1.7% 8,385
Close 8,400 8,270 -130 -1.5% 8,400
Range 60 100 40 66.7% 185
ATR 63 70 7 10.4% 0
Volume 18 18 0 0.0% 79
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,587 8,528 8,325
R3 8,487 8,428 8,298
R2 8,387 8,387 8,288
R1 8,328 8,328 8,279 8,308
PP 8,287 8,287 8,287 8,276
S1 8,228 8,228 8,261 8,208
S2 8,187 8,187 8,252
S3 8,087 8,128 8,243
S4 7,987 8,028 8,215
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,007 8,888 8,502
R3 8,822 8,703 8,451
R2 8,637 8,637 8,434
R1 8,518 8,518 8,417 8,485
PP 8,452 8,452 8,452 8,435
S1 8,333 8,333 8,383 8,300
S2 8,267 8,267 8,366
S3 8,082 8,148 8,349
S4 7,897 7,963 8,298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,560 8,245 315 3.8% 48 0.6% 8% False True 10
10 8,775 8,245 530 6.4% 40 0.5% 5% False True 11
20 9,075 8,245 830 10.0% 29 0.4% 3% False True 18
40 9,075 8,245 830 10.0% 20 0.2% 3% False True 11
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 28 trading days
Fibonacci Retracements and Extensions
4.250 8,770
2.618 8,607
1.618 8,507
1.000 8,445
0.618 8,407
HIGH 8,345
0.618 8,307
0.500 8,295
0.382 8,283
LOW 8,245
0.618 8,183
1.000 8,145
1.618 8,083
2.618 7,983
4.250 7,820
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 8,295 8,345
PP 8,287 8,320
S1 8,278 8,295

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

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