NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 8,195 8,345 150 1.8% 8,345
High 8,205 8,415 210 2.6% 8,345
Low 8,110 8,345 235 2.9% 8,110
Close 8,130 8,390 260 3.2% 8,130
Range 95 70 -25 -26.3% 235
ATR 70 85 15 22.0% 0
Volume 20 41 21 105.0% 64
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,593 8,562 8,429
R3 8,523 8,492 8,409
R2 8,453 8,453 8,403
R1 8,422 8,422 8,397 8,438
PP 8,383 8,383 8,383 8,391
S1 8,352 8,352 8,384 8,368
S2 8,313 8,313 8,377
S3 8,243 8,282 8,371
S4 8,173 8,212 8,352
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 8,415 8,110 305 3.6% 56 0.7% 92% True False 21
10 8,570 8,110 460 5.5% 43 0.5% 61% False False 18
20 9,075 8,110 965 11.5% 32 0.4% 29% False False 21
40 9,075 8,110 965 11.5% 24 0.3% 29% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,713
2.618 8,598
1.618 8,528
1.000 8,485
0.618 8,458
HIGH 8,415
0.618 8,388
0.500 8,380
0.382 8,372
LOW 8,345
0.618 8,302
1.000 8,275
1.618 8,232
2.618 8,162
4.250 8,048
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 8,387 8,348
PP 8,383 8,305
S1 8,380 8,263

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

View Archives - Comment on this page... - Back to Index of Symbols