NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 8,345 8,300 -45 -0.5% 8,570
High 8,345 8,300 -45 -0.5% 8,570
Low 8,245 8,295 50 0.6% 8,385
Close 8,270 8,265 -5 -0.1% 8,400
Range 100 5 -95 -95.0% 185
ATR 70 67 -3 -4.1% 0
Volume 18 22 4 22.2% 79
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,302 8,288 8,268
R3 8,297 8,283 8,267
R2 8,292 8,292 8,266
R1 8,278 8,278 8,266 8,283
PP 8,287 8,287 8,287 8,289
S1 8,273 8,273 8,265 8,278
S2 8,282 8,282 8,264
S3 8,277 8,268 8,264
S4 8,272 8,263 8,262
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 8,490 8,245 245 3.0% 49 0.6% 8% False False 14
10 8,615 8,245 370 4.5% 33 0.4% 5% False False 13
20 9,075 8,245 830 10.0% 30 0.4% 2% False False 19
40 9,075 8,245 830 10.0% 20 0.2% 2% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 8,321
2.618 8,313
1.618 8,308
1.000 8,305
0.618 8,303
HIGH 8,300
0.618 8,298
0.500 8,298
0.382 8,297
LOW 8,295
0.618 8,292
1.000 8,290
1.618 8,287
2.618 8,282
4.250 8,274
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 8,298 8,345
PP 8,287 8,318
S1 8,276 8,292

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

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