NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 8,385 8,445 60 0.7% 8,390
High 8,500 8,665 165 1.9% 8,400
Low 8,355 8,370 15 0.2% 8,105
Close 8,445 8,640 195 2.3% 8,130
Range 145 295 150 103.4% 295
ATR 162 171 10 5.9% 0
Volume 6,690 10,672 3,982 59.5% 22,619
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,443 9,337 8,802
R3 9,148 9,042 8,721
R2 8,853 8,853 8,694
R1 8,747 8,747 8,667 8,800
PP 8,558 8,558 8,558 8,585
S1 8,452 8,452 8,613 8,505
S2 8,263 8,263 8,586
S3 7,968 8,157 8,559
S4 7,673 7,862 8,478
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,097 8,908 8,292
R3 8,802 8,613 8,211
R2 8,507 8,507 8,184
R1 8,318 8,318 8,157 8,265
PP 8,212 8,212 8,212 8,185
S1 8,023 8,023 8,103 7,970
S2 7,917 7,917 8,076
S3 7,622 7,728 8,049
S4 7,327 7,433 7,968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,665 8,105 560 6.5% 185 2.1% 96% True False 7,221
10 8,665 8,105 560 6.5% 161 1.9% 96% True False 6,594
20 8,820 8,105 715 8.3% 156 1.8% 75% False False 6,403
40 9,170 8,105 1,065 12.3% 164 1.9% 50% False False 6,644
60 9,170 8,105 1,065 12.3% 176 2.0% 50% False False 7,560
80 9,170 8,105 1,065 12.3% 173 2.0% 50% False False 6,003
100 10,120 8,105 2,015 23.3% 148 1.7% 27% False False 4,805
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 9,919
2.618 9,437
1.618 9,142
1.000 8,960
0.618 8,847
HIGH 8,665
0.618 8,552
0.500 8,518
0.382 8,483
LOW 8,370
0.618 8,188
1.000 8,075
1.618 7,893
2.618 7,598
4.250 7,116
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 8,599 8,571
PP 8,558 8,502
S1 8,518 8,433

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

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