NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 8,195 8,195 0 0.0% 8,345
High 8,195 8,205 10 0.1% 8,345
Low 8,185 8,110 -75 -0.9% 8,110
Close 8,155 8,130 -25 -0.3% 8,130
Range 10 95 85 850.0% 235
ATR 68 70 2 2.9% 0
Volume 4 20 16 400.0% 64
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,433 8,377 8,182
R3 8,338 8,282 8,156
R2 8,243 8,243 8,148
R1 8,187 8,187 8,139 8,168
PP 8,148 8,148 8,148 8,139
S1 8,092 8,092 8,121 8,073
S2 8,053 8,053 8,113
S3 7,958 7,997 8,104
S4 7,863 7,902 8,078
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,900 8,750 8,259
R3 8,665 8,515 8,195
R2 8,430 8,430 8,173
R1 8,280 8,280 8,152 8,238
PP 8,195 8,195 8,195 8,174
S1 8,045 8,045 8,109 8,003
S2 7,960 7,960 8,087
S3 7,725 7,810 8,066
S4 7,490 7,575 8,001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,445 8,110 335 4.1% 54 0.7% 6% False True 16
10 8,615 8,110 505 6.2% 39 0.5% 4% False True 14
20 9,075 8,110 965 11.9% 30 0.4% 2% False True 20
40 9,075 8,110 965 11.9% 23 0.3% 2% False True 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,609
2.618 8,454
1.618 8,359
1.000 8,300
0.618 8,264
HIGH 8,205
0.618 8,169
0.500 8,158
0.382 8,146
LOW 8,110
0.618 8,051
1.000 8,015
1.618 7,956
2.618 7,861
4.250 7,706
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 8,158 8,205
PP 8,148 8,180
S1 8,139 8,155

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

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