NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 8,670 8,530 -140 -1.6% 8,500
High 8,715 8,580 -135 -1.5% 8,855
Low 8,540 8,280 -260 -3.0% 8,390
Close 8,540 8,385 -155 -1.8% 8,825
Range 175 300 125 71.4% 465
ATR 166 175 10 5.8% 0
Volume 8,595 12,967 4,372 50.9% 47,124
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,315 9,150 8,550
R3 9,015 8,850 8,468
R2 8,715 8,715 8,440
R1 8,550 8,550 8,413 8,483
PP 8,415 8,415 8,415 8,381
S1 8,250 8,250 8,358 8,183
S2 8,115 8,115 8,330
S3 7,815 7,950 8,303
S4 7,515 7,650 8,220
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 10,085 9,920 9,081
R3 9,620 9,455 8,953
R2 9,155 9,155 8,910
R1 8,990 8,990 8,868 9,073
PP 8,690 8,690 8,690 8,731
S1 8,525 8,525 8,783 8,608
S2 8,225 8,225 8,740
S3 7,760 8,060 8,697
S4 7,295 7,595 8,569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,855 8,280 575 6.9% 177 2.1% 18% False True 8,231
10 8,855 8,280 575 6.9% 189 2.3% 18% False True 9,290
20 9,045 8,280 765 9.1% 168 2.0% 14% False True 7,344
40 9,950 8,280 1,670 19.9% 163 1.9% 6% False True 3,698
60 10,120 8,280 1,840 21.9% 109 1.3% 6% False True 2,468
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 36
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 9,855
2.618 9,366
1.618 9,066
1.000 8,880
0.618 8,766
HIGH 8,580
0.618 8,466
0.500 8,430
0.382 8,395
LOW 8,280
0.618 8,095
1.000 7,980
1.618 7,795
2.618 7,495
4.250 7,005
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 8,430 8,513
PP 8,415 8,470
S1 8,400 8,428

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

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