NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 16-Nov-2011

Day Change Summary
	Previous	Current
	15-Nov-2011	16-Nov-2011	Change	Change %	Previous Week
Open	8,560	8,470	-90	-1.1%	8,700
High	8,560	8,490	-70	-0.8%	8,775
Low	8,560	8,470	-90	-1.1%	8,540
Close	8,545	8,395	-150	-1.8%	8,605
Range	0	20	20		235
ATR	63	64	1	1.4%	0
Volume	2	1	-1	-50.0%	15

Daily Pivots for day following 16-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,512	8,473	8,406
R3	8,492	8,453	8,401
R2	8,472	8,472	8,399
R1	8,433	8,433	8,397	8,443
PP	8,452	8,452	8,452	8,456
S1	8,413	8,413	8,393	8,423
S2	8,432	8,432	8,391
S3	8,412	8,393	8,390
S4	8,392	8,373	8,384

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	8,615	8,470	145	1.7%	18	0.2%	-52%	False	True	11
10	8,800	8,470	330	3.9%	23	0.3%	-23%	False	True	7
20	9,075	8,470	605	7.2%	18	0.2%	-12%	False	True	15
40	9,075	8,395	680	8.1%	14	0.2%	0%	False	False	9

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	3
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	8,575
2.618	8,542
1.618	8,522
1.000	8,510
0.618	8,502
HIGH	8,490
0.618	8,482
0.500	8,480
0.382	8,478
LOW	8,470
0.618	8,458
1.000	8,450
1.618	8,438
2.618	8,418
4.250	8,385

Fisher Pivots for day following 16-Nov-2011
Pivot	1 day	3 day
R1	8,480	8,520
PP	8,452	8,478
S1	8,423	8,437

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