NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 9,110 8,765 -345 -3.8% 9,120
High 9,110 8,765 -345 -3.8% 9,195
Low 8,965 8,700 -265 -3.0% 8,635
Close 9,015 8,740 -275 -3.1% 9,020
Range 145 65 -80 -55.2% 560
ATR 150 161 12 7.9% 0
Volume 3 3 0 0.0% 888
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 8,930 8,900 8,776
R3 8,865 8,835 8,758
R2 8,800 8,800 8,752
R1 8,770 8,770 8,746 8,753
PP 8,735 8,735 8,735 8,726
S1 8,705 8,705 8,734 8,688
S2 8,670 8,670 8,728
S3 8,605 8,640 8,722
S4 8,540 8,575 8,704
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 8,700 410 4.7% 107 1.2% 10% False True 10
10 9,265 8,635 630 7.2% 233 2.7% 17% False False 93
20 10,120 8,635 1,485 17.0% 132 1.5% 7% False False 54
40 10,120 8,635 1,485 17.0% 66 0.8% 7% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 25
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 9,041
2.618 8,935
1.618 8,870
1.000 8,830
0.618 8,805
HIGH 8,765
0.618 8,740
0.500 8,733
0.382 8,725
LOW 8,700
0.618 8,660
1.000 8,635
1.618 8,595
2.618 8,530
4.250 8,424
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 8,738 8,905
PP 8,735 8,850
S1 8,733 8,795

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

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