NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 8,390 8,280 -110 -1.3% 8,620
High 8,400 8,355 -45 -0.5% 8,660
Low 8,230 8,250 20 0.2% 8,365
Close 8,265 8,265 0 0.0% 8,400
Range 170 105 -65 -38.2% 295
ATR 160 157 -4 -2.5% 0
Volume 5,373 5,099 -274 -5.1% 29,439
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,605 8,540 8,323
R3 8,500 8,435 8,294
R2 8,395 8,395 8,284
R1 8,330 8,330 8,275 8,310
PP 8,290 8,290 8,290 8,280
S1 8,225 8,225 8,256 8,205
S2 8,185 8,185 8,246
S3 8,080 8,120 8,236
S4 7,975 8,015 8,207
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 8,575 8,230 345 4.2% 136 1.6% 10% False False 5,967
10 8,770 8,230 540 6.5% 141 1.7% 6% False False 6,103
20 9,170 8,230 940 11.4% 169 2.0% 4% False False 6,697
40 9,170 8,230 940 11.4% 167 2.0% 4% False False 6,722
60 9,170 8,230 940 11.4% 173 2.1% 4% False False 7,383
80 9,950 8,230 1,720 20.8% 174 2.1% 2% False False 5,552
100 10,120 8,230 1,890 22.9% 139 1.7% 2% False False 4,444
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,801
2.618 8,630
1.618 8,525
1.000 8,460
0.618 8,420
HIGH 8,355
0.618 8,315
0.500 8,303
0.382 8,290
LOW 8,250
0.618 8,185
1.000 8,145
1.618 8,080
2.618 7,975
4.250 7,804
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 8,303 8,345
PP 8,290 8,318
S1 8,278 8,292

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

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