NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 8,710 8,645 -65 -0.7% 8,345
High 8,755 8,730 -25 -0.3% 8,755
Low 8,645 8,645 0 0.0% 8,345
Close 8,655 8,675 20 0.2% 8,655
Range 110 85 -25 -22.7% 410
ATR 101 100 -1 -1.1% 0
Volume 1,069 6,742 5,673 530.7% 2,054
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,938 8,892 8,722
R3 8,853 8,807 8,699
R2 8,768 8,768 8,691
R1 8,722 8,722 8,683 8,745
PP 8,683 8,683 8,683 8,695
S1 8,637 8,637 8,667 8,660
S2 8,598 8,598 8,660
S3 8,513 8,552 8,652
S4 8,428 8,467 8,628
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 9,815 9,645 8,881
R3 9,405 9,235 8,768
R2 8,995 8,995 8,730
R1 8,825 8,825 8,693 8,910
PP 8,585 8,585 8,585 8,628
S1 8,415 8,415 8,618 8,500
S2 8,175 8,175 8,580
S3 7,765 8,005 8,542
S4 7,355 7,595 8,430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,755 8,400 355 4.1% 115 1.3% 77% False False 1,751
10 8,755 8,110 645 7.4% 86 1.0% 88% False False 886
20 8,775 8,110 665 7.7% 58 0.7% 85% False False 447
40 9,075 8,110 965 11.1% 38 0.4% 59% False False 231
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 10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,091
2.618 8,953
1.618 8,868
1.000 8,815
0.618 8,783
HIGH 8,730
0.618 8,698
0.500 8,688
0.382 8,678
LOW 8,645
0.618 8,593
1.000 8,560
1.618 8,508
2.618 8,423
4.250 8,284
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 8,688 8,670
PP 8,683 8,665
S1 8,679 8,660

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

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