NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 8,665 8,590 -75 -0.9% 8,345
High 8,675 8,725 50 0.6% 8,755
Low 8,560 8,590 30 0.4% 8,345
Close 8,600 8,715 115 1.3% 8,655
Range 115 135 20 17.4% 410
ATR 101 103 2 2.4% 0
Volume 9,396 7,595 -1,801 -19.2% 2,054
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 9,082 9,033 8,789
R3 8,947 8,898 8,752
R2 8,812 8,812 8,740
R1 8,763 8,763 8,728 8,788
PP 8,677 8,677 8,677 8,689
S1 8,628 8,628 8,703 8,653
S2 8,542 8,542 8,690
S3 8,407 8,493 8,678
S4 8,272 8,358 8,641
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 8,560 195 2.2% 102 1.2% 79% False False 5,033
10 8,755 8,110 645 7.4% 100 1.1% 94% False False 2,581
20 8,755 8,110 645 7.4% 67 0.8% 94% False False 1,297
40 9,075 8,110 965 11.1% 44 0.5% 63% False False 655
60 9,075 8,110 965 11.1% 30 0.3% 63% False False 438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,299
2.618 9,079
1.618 8,944
1.000 8,860
0.618 8,809
HIGH 8,725
0.618 8,674
0.500 8,658
0.382 8,642
LOW 8,590
0.618 8,507
1.000 8,455
1.618 8,372
2.618 8,237
4.250 8,016
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 8,696 8,692
PP 8,677 8,668
S1 8,658 8,645

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

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