NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 10-Oct-2011

Day Change Summary
	Previous	Current
	07-Oct-2011	10-Oct-2011	Change	Change %	Previous Week
Open	8,620	8,610	-10	-0.1%	8,550
High	8,680	8,810	130	1.5%	8,680
Low	8,570	8,610	40	0.5%	8,345
Close	8,620	8,795	175	2.0%	8,620
Range	110	200	90	81.8%	335
ATR	183	185	1	0.6%	0
Volume	7,622	4,170	-3,452	-45.3%	38,221

Daily Pivots for day following 10-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,338	9,267	8,905
R3	9,138	9,067	8,850
R2	8,938	8,938	8,832
R1	8,867	8,867	8,813	8,903
PP	8,738	8,738	8,738	8,756
S1	8,667	8,667	8,777	8,703
S2	8,538	8,538	8,758
S3	8,338	8,467	8,740
S4	8,138	8,267	8,685

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	8,810	8,345	465	5.3%	166	1.9%	97%	True	False	6,827
10	8,810	8,345	465	5.3%	194	2.2%	97%	True	False	7,370
20	8,855	8,280	575	6.5%	191	2.2%	90%	False	False	8,277
40	9,110	8,280	830	9.4%	168	1.9%	62%	False	False	6,005
60	10,120	8,280	1,840	20.9%	148	1.7%	28%	False	False	4,021
80	10,120	8,280	1,840	20.9%	112	1.3%	28%	False	False	3,017

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	40
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,660
2.618	9,334
1.618	9,134
1.000	9,010
0.618	8,934
HIGH	8,810
0.618	8,734
0.500	8,710
0.382	8,687
LOW	8,610
0.618	8,487
1.000	8,410
1.618	8,287
2.618	8,087
4.250	7,760

Fisher Pivots for day following 10-Oct-2011
Pivot	1 day	3 day
R1	8,767	8,749
PP	8,738	8,703
S1	8,710	8,658

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