NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 8,530 8,505 -25 -0.3% 8,435
High 8,560 8,620 60 0.7% 8,785
Low 8,370 8,505 135 1.6% 8,280
Close 8,525 8,605 80 0.9% 8,575
Range 190 115 -75 -39.5% 505
ATR 195 189 -6 -2.9% 0
Volume 6,392 8,357 1,965 30.7% 40,343
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 8,922 8,878 8,668
R3 8,807 8,763 8,637
R2 8,692 8,692 8,626
R1 8,648 8,648 8,616 8,670
PP 8,577 8,577 8,577 8,588
S1 8,533 8,533 8,595 8,555
S2 8,462 8,462 8,584
S3 8,347 8,418 8,574
S4 8,232 8,303 8,542
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 10,062 9,823 8,853
R3 9,557 9,318 8,714
R2 9,052 9,052 8,668
R1 8,813 8,813 8,621 8,933
PP 8,547 8,547 8,547 8,606
S1 8,308 8,308 8,529 8,428
S2 8,042 8,042 8,483
S3 7,537 7,803 8,436
S4 7,032 7,298 8,297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,765 8,345 420 4.9% 187 2.2% 62% False False 7,954
10 8,785 8,280 505 5.9% 207 2.4% 64% False False 8,144
20 8,855 8,280 575 6.7% 198 2.3% 57% False False 8,717
40 9,110 8,280 830 9.6% 171 2.0% 39% False False 5,730
60 10,120 8,280 1,840 21.4% 143 1.7% 18% False False 3,825
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 53
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 9,109
2.618 8,921
1.618 8,806
1.000 8,735
0.618 8,691
HIGH 8,620
0.618 8,576
0.500 8,563
0.382 8,549
LOW 8,505
0.618 8,434
1.000 8,390
1.618 8,319
2.618 8,204
4.250 8,016
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 8,591 8,564
PP 8,577 8,523
S1 8,563 8,483

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

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