NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 03-Nov-2011

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	8,680	8,775	95	1.1%	8,860
High	8,685	8,800	115	1.3%	9,010
Low	8,680	8,755	75	0.9%	8,725
Close	8,720	8,800	80	0.9%	9,075
Range	5	45	40	800.0%	285
ATR	52	54	2	3.8%	0
Volume	200	10	-190	-95.0%	19

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,920	8,905	8,825
R3	8,875	8,860	8,813
R2	8,830	8,830	8,808
R1	8,815	8,815	8,804	8,823
PP	8,785	8,785	8,785	8,789
S1	8,770	8,770	8,796	8,778
S2	8,740	8,740	8,792
S3	8,695	8,725	8,788
S4	8,650	8,680	8,775

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	8,680	395	4.5%	16	0.2%	30%	False	False	47
10	9,075	8,680	395	4.5%	19	0.2%	30%	False	False	24
20	9,075	8,605	470	5.3%	18	0.2%	41%	False	False	14

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	8,991
2.618	8,918
1.618	8,873
1.000	8,845
0.618	8,828
HIGH	8,800
0.618	8,783
0.500	8,778
0.382	8,772
LOW	8,755
0.618	8,727
1.000	8,710
1.618	8,682
2.618	8,637
4.250	8,564

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	8,793	8,796
PP	8,785	8,792
S1	8,778	8,788

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