NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 8,785 8,780 -5 -0.1% 9,090
High 8,815 8,815 0 0.0% 9,170
Low 8,715 8,690 -25 -0.3% 8,565
Close 8,745 8,790 45 0.5% 8,745
Range 100 125 25 25.0% 605
ATR 185 180 -4 -2.3% 0
Volume 4,857 6,594 1,737 35.8% 38,076
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,140 9,090 8,859
R3 9,015 8,965 8,825
R2 8,890 8,890 8,813
R1 8,840 8,840 8,802 8,865
PP 8,765 8,765 8,765 8,778
S1 8,715 8,715 8,779 8,740
S2 8,640 8,640 8,767
S3 8,515 8,590 8,756
S4 8,390 8,465 8,721
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 10,642 10,298 9,078
R3 10,037 9,693 8,912
R2 9,432 9,432 8,856
R1 9,088 9,088 8,801 8,958
PP 8,827 8,827 8,827 8,761
S1 8,483 8,483 8,690 8,353
S2 8,222 8,222 8,634
S3 7,617 7,878 8,579
S4 7,012 7,273 8,412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,950 8,565 385 4.4% 182 2.1% 58% False False 7,379
10 9,170 8,565 605 6.9% 202 2.3% 37% False False 7,500
20 9,170 8,565 605 6.9% 173 2.0% 37% False False 6,841
40 9,170 8,280 890 10.1% 182 2.1% 57% False False 7,559
60 9,170 8,280 890 10.1% 170 1.9% 57% False False 6,283
80 10,120 8,280 1,840 20.9% 155 1.8% 28% False False 4,726
100 10,120 8,280 1,840 20.9% 124 1.4% 28% False False 3,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,346
2.618 9,142
1.618 9,017
1.000 8,940
0.618 8,892
HIGH 8,815
0.618 8,767
0.500 8,753
0.382 8,738
LOW 8,690
0.618 8,613
1.000 8,565
1.618 8,488
2.618 8,363
4.250 8,159
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 8,778 8,758
PP 8,765 8,725
S1 8,753 8,693

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

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