NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 8,870 8,765 -105 -1.2% 8,745
High 8,950 8,780 -170 -1.9% 9,100
Low 8,685 8,615 -70 -0.8% 8,665
Close 8,780 8,715 -65 -0.7% 9,070
Range 265 165 -100 -37.7% 435
ATR 188 186 -2 -0.9% 0
Volume 11,231 6,207 -5,024 -44.7% 34,989
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,198 9,122 8,806
R3 9,033 8,957 8,761
R2 8,868 8,868 8,745
R1 8,792 8,792 8,730 8,748
PP 8,703 8,703 8,703 8,681
S1 8,627 8,627 8,700 8,583
S2 8,538 8,538 8,685
S3 8,373 8,462 8,670
S4 8,208 8,297 8,624
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 8,615 555 6.4% 240 2.8% 18% False True 8,624
10 9,170 8,615 555 6.4% 190 2.2% 18% False True 7,229
20 9,170 8,505 665 7.6% 171 2.0% 32% False False 6,875
40 9,170 8,280 890 10.2% 185 2.1% 49% False False 7,921
60 9,170 8,280 890 10.2% 175 2.0% 49% False False 5,973
80 10,120 8,280 1,840 21.1% 149 1.7% 24% False False 4,483
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 41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,481
2.618 9,212
1.618 9,047
1.000 8,945
0.618 8,882
HIGH 8,780
0.618 8,717
0.500 8,698
0.382 8,678
LOW 8,615
0.618 8,513
1.000 8,450
1.618 8,348
2.618 8,183
4.250 7,914
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 8,709 8,893
PP 8,703 8,833
S1 8,698 8,774

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

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