NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 9,135 8,815 -320 -3.5% 9,950
High 9,135 9,100 -35 -0.4% 9,950
Low 8,745 8,760 15 0.2% 9,100
Close 8,785 9,050 265 3.0% 9,310
Range 390 340 -50 -12.8% 850
ATR 144 158 14 9.8% 0
Volume 26 811 785 3,019.2% 30
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,990 9,860 9,237
R3 9,650 9,520 9,144
R2 9,310 9,310 9,112
R1 9,180 9,180 9,081 9,245
PP 8,970 8,970 8,970 9,003
S1 8,840 8,840 9,019 8,905
S2 8,630 8,630 8,988
S3 8,290 8,500 8,957
S4 7,950 8,160 8,863
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,003 11,507 9,778
R3 11,153 10,657 9,544
R2 10,303 10,303 9,466
R1 9,807 9,807 9,388 9,630
PP 9,453 9,453 9,453 9,365
S1 8,957 8,957 9,232 8,780
S2 8,603 8,603 9,154
S3 7,753 8,107 9,076
S4 6,903 7,257 8,843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,265 8,635 630 7.0% 359 4.0% 66% False False 176
10 9,950 8,635 1,315 14.5% 209 2.3% 32% False False 91
20 10,120 8,635 1,485 16.4% 105 1.2% 28% False False 55
40 10,120 8,635 1,485 16.4% 53 0.6% 28% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,545
2.618 9,990
1.618 9,650
1.000 9,440
0.618 9,310
HIGH 9,100
0.618 8,970
0.500 8,930
0.382 8,890
LOW 8,760
0.618 8,550
1.000 8,420
1.618 8,210
2.618 7,870
4.250 7,315
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 9,010 8,995
PP 8,970 8,940
S1 8,930 8,885

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

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