NIKKEI 225 Index Future (Globex) December 2011


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 8,640 8,610 -30 -0.3% 8,205
High 8,675 8,750 75 0.9% 8,750
Low 8,565 8,595 30 0.4% 8,200
Close 8,595 8,655 60 0.7% 8,655
Range 110 155 45 40.9% 550
ATR 167 166 -1 -0.5% 0
Volume 5,853 5,698 -155 -2.6% 35,511
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 9,132 9,048 8,740
R3 8,977 8,893 8,698
R2 8,822 8,822 8,684
R1 8,738 8,738 8,669 8,780
PP 8,667 8,667 8,667 8,688
S1 8,583 8,583 8,641 8,625
S2 8,512 8,512 8,627
S3 8,357 8,428 8,613
S4 8,202 8,273 8,570
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 10,185 9,970 8,958
R3 9,635 9,420 8,806
R2 9,085 9,085 8,756
R1 8,870 8,870 8,706 8,978
PP 8,535 8,535 8,535 8,589
S1 8,320 8,320 8,605 8,428
S2 7,985 7,985 8,554
S3 7,435 7,770 8,504
S4 6,885 7,220 8,353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,750 8,200 550 6.4% 184 2.1% 83% True False 7,102
10 8,750 8,105 645 7.5% 156 1.8% 85% True False 6,310
20 8,815 8,105 710 8.2% 148 1.7% 77% False False 6,270
40 9,170 8,105 1,065 12.3% 163 1.9% 52% False False 6,564
60 9,170 8,105 1,065 12.3% 175 2.0% 52% False False 7,281
80 9,170 8,105 1,065 12.3% 167 1.9% 52% False False 6,147
100 10,120 8,105 2,015 23.3% 151 1.7% 27% False False 4,920
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,409
2.618 9,156
1.618 9,001
1.000 8,905
0.618 8,846
HIGH 8,750
0.618 8,691
0.500 8,673
0.382 8,654
LOW 8,595
0.618 8,499
1.000 8,440
1.618 8,344
2.618 8,189
4.250 7,936
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 8,673 8,623
PP 8,667 8,592
S1 8,661 8,560

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

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