NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 18-Nov-2011

Day Change Summary
	Previous	Current
	17-Nov-2011	18-Nov-2011	Change	Change %	Previous Week
Open	8,410	8,400	-10	-0.1%	8,620
High	8,490	8,460	-30	-0.4%	8,660
Low	8,365	8,365	0	0.0%	8,365
Close	8,390	8,400	10	0.1%	8,400
Range	125	95	-30	-24.0%	295
ATR	165	160	-5	-3.0%	0
Volume	8,103	4,973	-3,130	-38.6%	29,439

Daily Pivots for day following 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,693	8,642	8,452
R3	8,598	8,547	8,426
R2	8,503	8,503	8,418
R1	8,452	8,452	8,409	8,448
PP	8,408	8,408	8,408	8,406
S1	8,357	8,357	8,391	8,353
S2	8,313	8,313	8,383
S3	8,218	8,262	8,374
S4	8,123	8,167	8,348

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,360	9,175	8,562
R3	9,065	8,880	8,481
R2	8,770	8,770	8,454
R1	8,585	8,585	8,427	8,530
PP	8,475	8,475	8,475	8,448
S1	8,290	8,290	8,373	8,235
S2	8,180	8,180	8,346
S3	7,885	7,995	8,319
S4	7,590	7,700	8,238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,660	8,365	295	3.5%	124	1.5%	12%	False	True	5,887
10	8,815	8,365	450	5.4%	140	1.7%	8%	False	True	6,242
20	9,170	8,365	805	9.6%	170	2.0%	4%	False	True	6,774
40	9,170	8,280	890	10.6%	173	2.1%	13%	False	False	6,884
60	9,170	8,280	890	10.6%	173	2.1%	13%	False	False	7,212
80	9,950	8,280	1,670	19.9%	170	2.0%	7%	False	False	5,422
100	10,120	8,280	1,840	21.9%	136	1.6%	7%	False	False	4,340

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	8,864
2.618	8,709
1.618	8,614
1.000	8,555
0.618	8,519
HIGH	8,460
0.618	8,424
0.500	8,413
0.382	8,401
LOW	8,365
0.618	8,306
1.000	8,270
1.618	8,211
2.618	8,116
4.250	7,961

Fisher Pivots for day following 18-Nov-2011
Pivot	1 day	3 day
R1	8,413	8,470
PP	8,408	8,447
S1	8,404	8,423

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