NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	10,090	10,120	30	0.3%	9,990
High	10,090	10,120	30	0.3%	10,090
Low	10,090	10,120	30	0.3%	9,935
Close	10,120	10,060	-60	-0.6%	10,120
Range
ATR	22	20	-2	-7.1%	0
Volume	25	25	0	0.0%	78

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,100	10,080	10,060
R3	10,100	10,080	10,060
R2	10,100	10,100	10,060
R1	10,080	10,080	10,060	10,090
PP	10,100	10,100	10,100	10,105
S1	10,080	10,080	10,060	10,090
S2	10,100	10,100	10,060
S3	10,100	10,080	10,060
S4	10,100	10,080	10,060

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,513	10,472	10,205
R3	10,358	10,317	10,163
R2	10,203	10,203	10,149
R1	10,162	10,162	10,134	10,183
PP	10,048	10,048	10,048	10,059
S1	10,007	10,007	10,106	10,028
S2	9,893	9,893	10,092
S3	9,738	9,852	10,078
S4	9,583	9,697	10,035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,120	9,935	185	1.8%	0	0.0%	68%	True	False	20
10	10,120	9,810	310	3.1%	0	0.0%	81%	True	False	10
20	10,120	9,585	535	5.3%	0	0.0%	89%	True	False	8

Crabel Price Patterns
NR	False
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	0

Fibonacci Retracements and Extensions
4.250	10,120
2.618	10,120
1.618	10,120
1.000	10,120
0.618	10,120
HIGH	10,120
0.618	10,120
0.500	10,120
0.382	10,120
LOW	10,120
0.618	10,120
1.000	10,120
1.618	10,120
2.618	10,120
4.250	10,120

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	10,120	10,083
PP	10,100	10,075
S1	10,080	10,068

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