NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 8,590 8,720 130 1.5% 8,345
High 8,725 8,720 -5 -0.1% 8,755
Low 8,590 8,515 -75 -0.9% 8,345
Close 8,715 8,540 -175 -2.0% 8,655
Range 135 205 70 51.9% 410
ATR 103 111 7 7.0% 0
Volume 7,595 6,783 -812 -10.7% 2,054
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 9,207 9,078 8,653
R3 9,002 8,873 8,597
R2 8,797 8,797 8,578
R1 8,668 8,668 8,559 8,630
PP 8,592 8,592 8,592 8,573
S1 8,463 8,463 8,521 8,425
S2 8,387 8,387 8,503
S3 8,182 8,258 8,484
S4 7,977 8,053 8,427
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 8,515 240 2.8% 130 1.5% 10% False True 6,317
10 8,755 8,110 645 7.6% 120 1.4% 67% False False 3,259
20 8,755 8,110 645 7.6% 76 0.9% 67% False False 1,636
40 9,075 8,110 965 11.3% 45 0.5% 45% False False 825
60 9,075 8,110 965 11.3% 33 0.4% 45% False False 551
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 6 trading days
Fibonacci Retracements and Extensions
4.250 9,591
2.618 9,257
1.618 9,052
1.000 8,925
0.618 8,847
HIGH 8,720
0.618 8,642
0.500 8,618
0.382 8,593
LOW 8,515
0.618 8,388
1.000 8,310
1.618 8,183
2.618 7,978
4.250 7,644
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 8,618 8,620
PP 8,592 8,593
S1 8,566 8,567

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

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