NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 9,090 8,870 -220 -2.4% 8,745
High 9,170 8,950 -220 -2.4% 9,100
Low 8,850 8,685 -165 -1.9% 8,665
Close 8,890 8,780 -110 -1.2% 9,070
Range 320 265 -55 -17.2% 435
ATR 182 188 6 3.3% 0
Volume 7,774 11,231 3,457 44.5% 34,989
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,600 9,455 8,926
R3 9,335 9,190 8,853
R2 9,070 9,070 8,829
R1 8,925 8,925 8,804 8,865
PP 8,805 8,805 8,805 8,775
S1 8,660 8,660 8,756 8,600
S2 8,540 8,540 8,732
S3 8,275 8,395 8,707
S4 8,010 8,130 8,634
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 10,250 10,095 9,309
R3 9,815 9,660 9,190
R2 9,380 9,380 9,150
R1 9,225 9,225 9,110 9,303
PP 8,945 8,945 8,945 8,984
S1 8,790 8,790 9,030 8,868
S2 8,510 8,510 8,990
S3 8,075 8,355 8,951
S4 7,640 7,920 8,831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,170 8,665 505 5.8% 236 2.7% 23% False False 8,396
10 9,170 8,650 520 5.9% 189 2.2% 25% False False 7,040
20 9,170 8,370 800 9.1% 172 2.0% 51% False False 6,884
40 9,170 8,280 890 10.1% 185 2.1% 56% False False 8,139
60 9,170 8,280 890 10.1% 179 2.0% 56% False False 5,870
80 10,120 8,280 1,840 21.0% 146 1.7% 27% False False 4,405
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,076
2.618 9,644
1.618 9,379
1.000 9,215
0.618 9,114
HIGH 8,950
0.618 8,849
0.500 8,818
0.382 8,786
LOW 8,685
0.618 8,521
1.000 8,420
1.618 8,256
2.618 7,991
4.250 7,559
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 8,818 8,928
PP 8,805 8,878
S1 8,793 8,829

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

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