NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 15-Aug-2011

Day Change Summary
	Previous	Current
	12-Aug-2011	15-Aug-2011	Change	Change %	Previous Week
Open	8,935	8,935	0	0.0%	9,120
High	9,025	9,025	0	0.0%	9,195
Low	8,935	8,935	0	0.0%	8,635
Close	9,020	9,115	95	1.1%	9,020
Range	90	90	0	0.0%	560
ATR	155	150	-5	-3.0%	0
Volume	15	15	0	0.0%	888

Daily Pivots for day following 15-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,295	9,295	9,165
R3	9,205	9,205	9,140
R2	9,115	9,115	9,132
R1	9,115	9,115	9,123	9,115
PP	9,025	9,025	9,025	9,025
S1	9,025	9,025	9,107	9,025
S2	8,935	8,935	9,099
S3	8,845	8,935	9,090
S4	8,755	8,845	9,066

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	9,135	8,635	500	5.5%	262	2.9%	96%	False	False	178
10	9,950	8,635	1,315	14.4%	225	2.5%	37%	False	False	92
20	10,120	8,635	1,485	16.3%	114	1.2%	32%	False	False	56
40	10,120	8,635	1,485	16.3%	58	0.6%	32%	False	False	30

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	26

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 15-Aug-2011
Pivot	1 day	3 day
R1	9,070	9,053
PP	9,025	8,992
S1	8,980	8,930

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