NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 8,940 8,770 -170 -1.9% 8,795
High 8,965 8,795 -170 -1.9% 9,045
Low 8,765 8,545 -220 -2.5% 8,765
Close 8,795 8,690 -105 -1.2% 8,795
Range 200 250 50 25.0% 280
ATR 150 157 7 4.8% 0
Volume 2,409 20,237 17,828 740.1% 5,296
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,427 9,308 8,828
R3 9,177 9,058 8,759
R2 8,927 8,927 8,736
R1 8,808 8,808 8,713 8,743
PP 8,677 8,677 8,677 8,644
S1 8,558 8,558 8,667 8,493
S2 8,427 8,427 8,644
S3 8,177 8,308 8,621
S4 7,927 8,058 8,553
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,708 9,532 8,949
R3 9,428 9,252 8,872
R2 9,148 9,148 8,846
R1 8,972 8,972 8,821 8,935
PP 8,868 8,868 8,868 8,850
S1 8,692 8,692 8,769 8,655
S2 8,588 8,588 8,744
S3 8,308 8,412 8,718
S4 8,028 8,132 8,641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,045 8,545 500 5.8% 148 1.7% 29% False True 5,097
10 9,045 8,545 500 5.8% 142 1.6% 29% False True 2,570
20 9,135 8,545 590 6.8% 167 1.9% 25% False True 1,332
40 10,120 8,545 1,575 18.1% 108 1.2% 9% False True 672
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 9,858
2.618 9,450
1.618 9,200
1.000 9,045
0.618 8,950
HIGH 8,795
0.618 8,700
0.500 8,670
0.382 8,641
LOW 8,545
0.618 8,391
1.000 8,295
1.618 8,141
2.618 7,891
4.250 7,483
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 8,683 8,795
PP 8,677 8,760
S1 8,670 8,725

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

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