NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 8,585 8,585 0 0.0% 8,700
High 8,615 8,615 0 0.0% 8,775
Low 8,585 8,585 0 0.0% 8,540
Close 8,535 8,605 70 0.8% 8,605
Range 30 30 0 0.0% 235
ATR 66 67 1 1.5% 0
Volume 5 5 0 0.0% 15
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,692 8,678 8,622
R3 8,662 8,648 8,613
R2 8,632 8,632 8,611
R1 8,618 8,618 8,608 8,625
PP 8,602 8,602 8,602 8,605
S1 8,588 8,588 8,602 8,595
S2 8,572 8,572 8,600
S3 8,542 8,558 8,597
S4 8,512 8,528 8,589
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 9,345 9,210 8,734
R3 9,110 8,975 8,670
R2 8,875 8,875 8,648
R1 8,740 8,740 8,627 8,690
PP 8,640 8,640 8,640 8,615
S1 8,505 8,505 8,584 8,455
S2 8,405 8,405 8,562
S3 8,170 8,270 8,541
S4 7,935 8,035 8,476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,775 8,540 235 2.7% 30 0.3% 28% False False 3
10 9,075 8,540 535 6.2% 20 0.2% 12% False False 24
20 9,075 8,540 535 6.2% 17 0.2% 12% False False 13
40 9,075 8,395 680 7.9% 14 0.2% 31% False False 8
Crabel Price Patterns
NR False
NR4 False
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 False
Stretch 3
Fibonacci Retracements and Extensions
4.250 8,743
2.618 8,694
1.618 8,664
1.000 8,645
0.618 8,634
HIGH 8,615
0.618 8,604
0.500 8,600
0.382 8,597
LOW 8,585
0.618 8,567
1.000 8,555
1.618 8,537
2.618 8,507
4.250 8,458
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 8,603 8,596
PP 8,602 8,587
S1 8,600 8,578

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

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