NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 31-Oct-2011

Day Change Summary
	Previous	Current
	28-Oct-2011	31-Oct-2011	Change	Change %	Previous Week
Open	9,010	9,075	65	0.7%	8,860
High	9,010	9,075	65	0.7%	9,010
Low	8,980	9,075	95	1.1%	8,725
Close	9,075	8,895	-180	-2.0%	9,075
Range	30	0	-30	-100.0%	285
ATR	57	53	-4	-7.1%	0
Volume	9	9	0	0.0%	19

Daily Pivots for day following 31-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,015	8,955	8,895
R3	9,015	8,955	8,895
R2	9,015	9,015	8,895
R1	8,955	8,955	8,895	8,985
PP	9,015	9,015	9,015	9,030
S1	8,955	8,955	8,895	8,985
S2	9,015	9,015	8,895
S3	9,015	8,955	8,895
S4	9,015	8,955	8,895

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,792	9,718	9,232
R3	9,507	9,433	9,154
R2	9,222	9,222	9,127
R1	9,148	9,148	9,101	9,185
PP	8,937	8,937	8,937	8,955
S1	8,863	8,863	9,049	8,900
S2	8,652	8,652	9,023
S3	8,367	8,578	8,997
S4	8,082	8,293	8,918

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,075	8,725	350	3.9%	27	0.3%	49%	True	False	5
10	9,075	8,700	375	4.2%	14	0.2%	52%	True	False	3
20	9,075	8,395	680	7.6%	17	0.2%	74%	True	False	4

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	True
Stretch	0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,075
2.618	9,075
1.618	9,075
1.000	9,075
0.618	9,075
HIGH	9,075
0.618	9,075
0.500	9,075
0.382	9,075
LOW	9,075
0.618	9,075
1.000	9,075
1.618	9,075
2.618	9,075
4.250	9,075

Fisher Pivots for day following 31-Oct-2011
Pivot	1 day	3 day
R1	9,075	9,028
PP	9,015	8,983
S1	8,955	8,939

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