NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 8,770 8,710 -60 -0.7% 8,795
High 8,795 8,835 40 0.5% 9,045
Low 8,545 8,665 120 1.4% 8,765
Close 8,690 8,825 135 1.6% 8,795
Range 250 170 -80 -32.0% 280
ATR 157 158 1 0.6% 0
Volume 20,237 14,919 -5,318 -26.3% 5,296
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,285 9,225 8,919
R3 9,115 9,055 8,872
R2 8,945 8,945 8,856
R1 8,885 8,885 8,841 8,915
PP 8,775 8,775 8,775 8,790
S1 8,715 8,715 8,810 8,745
S2 8,605 8,605 8,794
S3 8,435 8,545 8,778
S4 8,265 8,375 8,732
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 5.7% 168 1.9% 56% False False 8,059
10 9,045 8,545 500 5.7% 148 1.7% 56% False False 4,061
20 9,135 8,545 590 6.7% 155 1.8% 47% False False 2,077
40 10,120 8,545 1,575 17.8% 112 1.3% 18% False False 1,045
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 False
Stretch 23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,558
2.618 9,280
1.618 9,110
1.000 9,005
0.618 8,940
HIGH 8,835
0.618 8,770
0.500 8,750
0.382 8,730
LOW 8,665
0.618 8,560
1.000 8,495
1.618 8,390
2.618 8,220
4.250 7,943
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 8,800 8,802
PP 8,775 8,778
S1 8,750 8,755

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

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