NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	8,505	8,620	115	1.4%	8,550
High	8,620	8,680	60	0.7%	8,680
Low	8,505	8,570	65	0.8%	8,345
Close	8,605	8,620	15	0.2%	8,620
Range	115	110	-5	-4.3%	335
ATR	189	183	-6	-3.0%	0
Volume	8,357	7,622	-735	-8.8%	38,221

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,953	8,897	8,681
R3	8,843	8,787	8,650
R2	8,733	8,733	8,640
R1	8,677	8,677	8,630	8,675
PP	8,623	8,623	8,623	8,623
S1	8,567	8,567	8,610	8,565
S2	8,513	8,513	8,600
S3	8,403	8,457	8,590
S4	8,293	8,347	8,560

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,553	9,422	8,804
R3	9,218	9,087	8,712
R2	8,883	8,883	8,682
R1	8,752	8,752	8,651	8,818
PP	8,548	8,548	8,548	8,581
S1	8,417	8,417	8,589	8,483
S2	8,213	8,213	8,559
S3	7,878	8,082	8,528
S4	7,543	7,747	8,436

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,680	8,345	335	3.9%	170	2.0%	82%	True	False	7,644
10	8,785	8,280	505	5.9%	197	2.3%	67%	False	False	7,856
20	8,855	8,280	575	6.7%	189	2.2%	59%	False	False	8,508
40	9,110	8,280	830	9.6%	165	1.9%	41%	False	False	5,901
60	10,120	8,280	1,840	21.3%	145	1.7%	18%	False	False	3,952
80	10,120	8,280	1,840	21.3%	109	1.3%	18%	False	False	2,965

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	48
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	9,148
2.618	8,968
1.618	8,858
1.000	8,790
0.618	8,748
HIGH	8,680
0.618	8,638
0.500	8,625
0.382	8,612
LOW	8,570
0.618	8,502
1.000	8,460
1.618	8,392
2.618	8,282
4.250	8,103

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	8,625	8,588
PP	8,623	8,557
S1	8,622	8,525

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