NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	8,610	8,660	50	0.6%	8,205
High	8,750	8,730	-20	-0.2%	8,750
Low	8,595	8,650	55	0.6%	8,200
Close	8,655	8,670	15	0.2%	8,655
Range	155	80	-75	-48.4%	550
ATR	166	160	-6	-3.7%	0
Volume	5,698	11,205	5,507	96.6%	35,511

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,923	8,877	8,714
R3	8,843	8,797	8,692
R2	8,763	8,763	8,685
R1	8,717	8,717	8,677	8,740
PP	8,683	8,683	8,683	8,695
S1	8,637	8,637	8,663	8,660
S2	8,603	8,603	8,655
S3	8,523	8,557	8,648
S4	8,443	8,477	8,626

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	8,355	395	4.6%	157	1.8%	80%	False	False	8,023
10	8,750	8,105	645	7.4%	155	1.8%	88%	False	False	6,933
20	8,815	8,105	710	8.2%	147	1.7%	80%	False	False	6,587
40	9,170	8,105	1,065	12.3%	162	1.9%	53%	False	False	6,653
60	9,170	8,105	1,065	12.3%	171	2.0%	53%	False	False	7,272
80	9,170	8,105	1,065	12.3%	164	1.9%	53%	False	False	6,277
100	10,120	8,105	2,015	23.2%	152	1.7%	28%	False	False	5,032
120	10,120	8,105	2,015	23.2%	127	1.5%	28%	False	False	4,194

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29
Narrowest range in 67 trading days

Fibonacci Retracements and Extensions
4.250	9,070
2.618	8,940
1.618	8,860
1.000	8,810
0.618	8,780
HIGH	8,730
0.618	8,700
0.500	8,690
0.382	8,681
LOW	8,650
0.618	8,601
1.000	8,570
1.618	8,521
2.618	8,441
4.250	8,310

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	8,690	8,666
PP	8,683	8,662
S1	8,677	8,658

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