NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 8,535 8,670 135 1.6% 8,645
High 8,670 8,685 15 0.2% 8,730
Low 8,515 8,505 -10 -0.1% 8,515
Close 8,665 8,555 -110 -1.3% 8,665
Range 155 180 25 16.1% 215
ATR 114 118 5 4.2% 0
Volume 3,023 3,424 401 13.3% 33,539
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 9,122 9,018 8,654
R3 8,942 8,838 8,605
R2 8,762 8,762 8,588
R1 8,658 8,658 8,572 8,620
PP 8,582 8,582 8,582 8,563
S1 8,478 8,478 8,539 8,440
S2 8,402 8,402 8,522
S3 8,222 8,298 8,506
S4 8,042 8,118 8,456
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 9,282 9,188 8,783
R3 9,067 8,973 8,724
R2 8,852 8,852 8,705
R1 8,758 8,758 8,685 8,805
PP 8,637 8,637 8,637 8,660
S1 8,543 8,543 8,645 8,590
S2 8,422 8,422 8,626
S3 8,207 8,328 8,606
S4 7,992 8,113 8,547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,725 8,505 220 2.6% 158 1.8% 23% False True 6,044
10 8,755 8,400 355 4.1% 137 1.6% 44% False False 3,897
20 8,755 8,110 645 7.5% 90 1.0% 69% False False 1,958
40 9,075 8,110 965 11.3% 53 0.6% 46% False False 985
60 9,075 8,110 965 11.3% 39 0.5% 46% False False 658
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,450
2.618 9,156
1.618 8,976
1.000 8,865
0.618 8,796
HIGH 8,685
0.618 8,616
0.500 8,595
0.382 8,574
LOW 8,505
0.618 8,394
1.000 8,325
1.618 8,214
2.618 8,034
4.250 7,740
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 8,595 8,613
PP 8,582 8,593
S1 8,568 8,574

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

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