NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 8,820 8,800 -20 -0.2% 8,610
High 8,865 8,895 30 0.3% 8,915
Low 8,755 8,750 -5 -0.1% 8,610
Close 8,800 8,885 85 1.0% 8,885
Range 110 145 35 31.8% 305
ATR 175 173 -2 -1.2% 0
Volume 6,165 5,650 -515 -8.4% 29,587
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,278 9,227 8,965
R3 9,133 9,082 8,925
R2 8,988 8,988 8,912
R1 8,937 8,937 8,898 8,963
PP 8,843 8,843 8,843 8,856
S1 8,792 8,792 8,872 8,818
S2 8,698 8,698 8,859
S3 8,553 8,647 8,845
S4 8,408 8,502 8,805
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 9,718 9,607 9,053
R3 9,413 9,302 8,969
R2 9,108 9,108 8,941
R1 8,997 8,997 8,913 9,053
PP 8,803 8,803 8,803 8,831
S1 8,692 8,692 8,857 8,748
S2 8,498 8,498 8,829
S3 8,193 8,387 8,801
S4 7,888 8,082 8,717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,915 8,610 305 3.4% 150 1.7% 90% False False 5,917
10 8,915 8,345 570 6.4% 160 1.8% 95% False False 6,780
20 8,915 8,280 635 7.1% 185 2.1% 95% False False 7,631
40 9,045 8,280 765 8.6% 170 1.9% 79% False False 6,639
60 10,120 8,280 1,840 20.7% 157 1.8% 33% False False 4,444
80 10,120 8,280 1,840 20.7% 118 1.3% 33% False False 3,335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,511
2.618 9,275
1.618 9,130
1.000 9,040
0.618 8,985
HIGH 8,895
0.618 8,840
0.500 8,823
0.382 8,806
LOW 8,750
0.618 8,661
1.000 8,605
1.618 8,516
2.618 8,371
4.250 8,134
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 8,864 8,861
PP 8,843 8,837
S1 8,823 8,813

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

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