NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	8,500	8,545	45	0.5%	8,770
High	8,540	8,615	75	0.9%	8,855
Low	8,390	8,470	80	1.0%	8,460
Close	8,535	8,610	75	0.9%	8,510
Range	150	145	-5	-3.3%	395
ATR	166	165	-2	-0.9%	0
Volume	8,801	10,840	2,039	23.2%	60,318

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,000	8,950	8,690
R3	8,855	8,805	8,650
R2	8,710	8,710	8,637
R1	8,660	8,660	8,623	8,685
PP	8,565	8,565	8,565	8,578
S1	8,515	8,515	8,597	8,540
S2	8,420	8,420	8,584
S3	8,275	8,370	8,570
S4	8,130	8,225	8,530

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,793	9,547	8,727
R3	9,398	9,152	8,619
R2	9,003	9,003	8,583
R1	8,757	8,757	8,546	8,683
PP	8,608	8,608	8,608	8,571
S1	8,362	8,362	8,474	8,288
S2	8,213	8,213	8,438
S3	7,818	7,967	8,402
S4	7,423	7,572	8,293

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,855	8,390	465	5.4%	183	2.1%	47%	False	False	11,944
10	9,045	8,390	655	7.6%	166	1.9%	34%	False	False	8,520
20	9,110	8,390	720	8.4%	147	1.7%	31%	False	False	4,274
40	10,120	8,390	1,730	20.1%	130	1.5%	13%	False	False	2,165
60	10,120	8,390	1,730	20.1%	87	1.0%	13%	False	False	1,444

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	30
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	9,231
2.618	8,995
1.618	8,850
1.000	8,760
0.618	8,705
HIGH	8,615
0.618	8,560
0.500	8,543
0.382	8,526
LOW	8,470
0.618	8,381
1.000	8,325
1.618	8,236
2.618	8,091
4.250	7,854

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	8,588	8,598
PP	8,565	8,587
S1	8,543	8,575

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