NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 8,465 8,400 -65 -0.8% 8,345
High 8,480 8,665 185 2.2% 8,345
Low 8,430 8,400 -30 -0.4% 8,110
Close 8,450 8,640 190 2.2% 8,130
Range 50 265 215 430.0% 235
ATR 86 98 13 15.0% 0
Volume 30 551 521 1,736.7% 64
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,363 9,267 8,786
R3 9,098 9,002 8,713
R2 8,833 8,833 8,689
R1 8,737 8,737 8,664 8,785
PP 8,568 8,568 8,568 8,593
S1 8,472 8,472 8,616 8,520
S2 8,303 8,303 8,592
S3 8,038 8,207 8,567
S4 7,773 7,942 8,494
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 8,665 8,110 555 6.4% 98 1.1% 95% True False 129
10 8,665 8,110 555 6.4% 74 0.9% 95% True False 72
20 8,800 8,110 690 8.0% 47 0.5% 77% False False 49
40 9,075 8,110 965 11.2% 32 0.4% 55% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 9,791
2.618 9,359
1.618 9,094
1.000 8,930
0.618 8,829
HIGH 8,665
0.618 8,564
0.500 8,533
0.382 8,501
LOW 8,400
0.618 8,236
1.000 8,135
1.618 7,971
2.618 7,706
4.250 7,274
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 8,604 8,595
PP 8,568 8,550
S1 8,533 8,505

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

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