NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 8,815 8,935 120 1.4% 9,120
High 9,100 9,025 -75 -0.8% 9,195
Low 8,760 8,935 175 2.0% 8,635
Close 9,050 9,020 -30 -0.3% 9,020
Range 340 90 -250 -73.5% 560
ATR 158 155 -3 -1.9% 0
Volume 811 15 -796 -98.2% 888
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,263 9,232 9,070
R3 9,173 9,142 9,045
R2 9,083 9,083 9,037
R1 9,052 9,052 9,028 9,068
PP 8,993 8,993 8,993 9,001
S1 8,962 8,962 9,012 8,978
S2 8,903 8,903 9,004
S3 8,813 8,872 8,995
S4 8,723 8,782 8,971
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,630 10,385 9,328
R3 10,070 9,825 9,174
R2 9,510 9,510 9,123
R1 9,265 9,265 9,071 9,108
PP 8,950 8,950 8,950 8,871
S1 8,705 8,705 8,969 8,548
S2 8,390 8,390 8,917
S3 7,830 8,145 8,866
S4 7,270 7,585 8,712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,195 8,635 560 6.2% 344 3.8% 69% False False 177
10 9,950 8,635 1,315 14.6% 217 2.4% 29% False False 91
20 10,120 8,635 1,485 16.5% 109 1.2% 26% False False 55
40 10,120 8,635 1,485 16.5% 56 0.6% 26% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 9,408
2.618 9,261
1.618 9,171
1.000 9,115
0.618 9,081
HIGH 9,025
0.618 8,991
0.500 8,980
0.382 8,970
LOW 8,935
0.618 8,880
1.000 8,845
1.618 8,790
2.618 8,700
4.250 8,553
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 9,007 8,993
PP 8,993 8,967
S1 8,980 8,940

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

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