NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 8,750 8,765 15 0.2% 8,935
High 8,750 8,800 50 0.6% 9,110
Low 8,600 8,700 100 1.2% 8,600
Close 8,745 8,715 -30 -0.3% 8,605
Range 150 100 -50 -33.3% 510
ATR 160 155 -4 -2.7% 0
Volume 7 22 15 214.3% 42
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,038 8,977 8,770
R3 8,938 8,877 8,743
R2 8,838 8,838 8,733
R1 8,777 8,777 8,724 8,758
PP 8,738 8,738 8,738 8,729
S1 8,677 8,677 8,706 8,658
S2 8,638 8,638 8,697
S3 8,538 8,577 8,688
S4 8,438 8,477 8,660
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,302 9,963 8,886
R3 9,792 9,453 8,745
R2 9,282 9,282 8,699
R1 8,943 8,943 8,652 8,858
PP 8,772 8,772 8,772 8,729
S1 8,433 8,433 8,558 8,348
S2 8,262 8,262 8,512
S3 7,752 7,923 8,465
S4 7,242 7,413 8,325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,800 8,600 200 2.3% 122 1.4% 58% True False 13
10 9,110 8,600 510 5.9% 115 1.3% 23% False False 12
20 9,950 8,600 1,350 15.5% 162 1.9% 9% False False 51
40 10,120 8,600 1,520 17.4% 81 0.9% 8% False False 31
Crabel Price Patterns
NR True
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 True
Stretch 4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,225
2.618 9,062
1.618 8,962
1.000 8,900
0.618 8,862
HIGH 8,800
0.618 8,762
0.500 8,750
0.382 8,738
LOW 8,700
0.618 8,638
1.000 8,600
1.618 8,538
2.618 8,438
4.250 8,275
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 8,750 8,710
PP 8,738 8,705
S1 8,727 8,700

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

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