NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 8,670 8,580 -90 -1.0% 8,645
High 8,685 8,620 -65 -0.7% 8,730
Low 8,505 8,460 -45 -0.5% 8,515
Close 8,555 8,510 -45 -0.5% 8,665
Range 180 160 -20 -11.1% 215
ATR 118 121 3 2.5% 0
Volume 3,424 3,544 120 3.5% 33,539
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 9,010 8,920 8,598
R3 8,850 8,760 8,554
R2 8,690 8,690 8,539
R1 8,600 8,600 8,525 8,565
PP 8,530 8,530 8,530 8,513
S1 8,440 8,440 8,495 8,405
S2 8,370 8,370 8,481
S3 8,210 8,280 8,466
S4 8,050 8,120 8,422
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 8,460 265 3.1% 167 2.0% 19% False True 4,873
10 8,755 8,400 355 4.2% 148 1.7% 31% False False 4,249
20 8,755 8,110 645 7.6% 97 1.1% 62% False False 2,133
40 9,075 8,110 965 11.3% 57 0.7% 41% False False 1,074
60 9,075 8,110 965 11.3% 42 0.5% 41% False False 717
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 16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,300
2.618 9,039
1.618 8,879
1.000 8,780
0.618 8,719
HIGH 8,620
0.618 8,559
0.500 8,540
0.382 8,521
LOW 8,460
0.618 8,361
1.000 8,300
1.618 8,201
2.618 8,041
4.250 7,780
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 8,540 8,573
PP 8,530 8,552
S1 8,520 8,531

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

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