NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 11-Oct-2011

Day Change Summary
	Previous	Current
	10-Oct-2011	11-Oct-2011	Change	Change %	Previous Week
Open	8,610	8,780	170	2.0%	8,550
High	8,810	8,815	5	0.1%	8,680
Low	8,610	8,725	115	1.3%	8,345
Close	8,795	8,760	-35	-0.4%	8,620
Range	200	90	-110	-55.0%	335
ATR	185	178	-7	-3.7%	0
Volume	4,170	5,780	1,610	38.6%	38,221

Daily Pivots for day following 11-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,037	8,988	8,810
R3	8,947	8,898	8,785
R2	8,857	8,857	8,777
R1	8,808	8,808	8,768	8,788
PP	8,767	8,767	8,767	8,756
S1	8,718	8,718	8,752	8,698
S2	8,677	8,677	8,744
S3	8,587	8,628	8,735
S4	8,497	8,538	8,711

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,553	9,422	8,804
R3	9,218	9,087	8,712
R2	8,883	8,883	8,682
R1	8,752	8,752	8,651	8,818
PP	8,548	8,548	8,548	8,581
S1	8,417	8,417	8,589	8,483
S2	8,213	8,213	8,559
S3	7,878	8,082	8,528
S4	7,543	7,747	8,436

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,815	8,370	445	5.1%	141	1.6%	88%	True	False	6,464
10	8,815	8,345	470	5.4%	175	2.0%	88%	True	False	7,157
20	8,855	8,280	575	6.6%	188	2.1%	83%	False	False	8,024
40	9,110	8,280	830	9.5%	168	1.9%	58%	False	False	6,149
60	10,120	8,280	1,840	21.0%	150	1.7%	26%	False	False	4,118
80	10,120	8,280	1,840	21.0%	113	1.3%	26%	False	False	3,089

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	40
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	9,198
2.618	9,051
1.618	8,961
1.000	8,905
0.618	8,871
HIGH	8,815
0.618	8,781
0.500	8,770
0.382	8,760
LOW	8,725
0.618	8,670
1.000	8,635
1.618	8,580
2.618	8,490
4.250	8,343

Fisher Pivots for day following 11-Oct-2011
Pivot	1 day	3 day
R1	8,770	8,738
PP	8,767	8,715
S1	8,763	8,693

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols