NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 17-Aug-2011

Day Change Summary
	Previous	Current
	16-Aug-2011	17-Aug-2011	Change	Change %	Previous Week
Open	9,110	9,110	0	0.0%	9,120
High	9,110	9,110	0	0.0%	9,195
Low	8,965	8,965	0	0.0%	8,635
Close	9,040	9,015	-25	-0.3%	9,020
Range	145	145	0	0.0%	560
ATR	150	150	0	-0.2%	0
Volume	15	3	-12	-80.0%	888

Daily Pivots for day following 17-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,465	9,385	9,095
R3	9,320	9,240	9,055
R2	9,175	9,175	9,042
R1	9,095	9,095	9,028	9,063
PP	9,030	9,030	9,030	9,014
S1	8,950	8,950	9,002	8,918
S2	8,885	8,885	8,989
S3	8,740	8,805	8,975
S4	8,595	8,660	8,935

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	9,110	8,760	350	3.9%	162	1.8%	73%	True	False	171
10	9,705	8,635	1,070	11.9%	251	2.8%	36%	False	False	93
20	10,120	8,635	1,485	16.5%	128	1.4%	26%	False	False	55
40	10,120	8,635	1,485	16.5%	64	0.7%	26%	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	9,726
2.618	9,490
1.618	9,345
1.000	9,255
0.618	9,200
HIGH	9,110
0.618	9,055
0.500	9,038
0.382	9,021
LOW	8,965
0.618	8,876
1.000	8,820
1.618	8,731
2.618	8,586
4.250	8,349

Fisher Pivots for day following 17-Aug-2011
Pivot	1 day	3 day
R1	9,038	9,023
PP	9,030	9,020
S1	9,023	9,018

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