NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 8,345 8,465 120 1.4% 8,345
High 8,415 8,480 65 0.8% 8,345
Low 8,345 8,430 85 1.0% 8,110
Close 8,390 8,450 60 0.7% 8,130
Range 70 50 -20 -28.6% 235
ATR 85 86 0 0.4% 0
Volume 41 30 -11 -26.8% 64
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,603 8,577 8,478
R3 8,553 8,527 8,464
R2 8,503 8,503 8,459
R1 8,477 8,477 8,455 8,465
PP 8,453 8,453 8,453 8,448
S1 8,427 8,427 8,446 8,415
S2 8,403 8,403 8,441
S3 8,353 8,377 8,436
S4 8,303 8,327 8,423
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 8,900 8,750 8,259
R3 8,665 8,515 8,195
R2 8,430 8,430 8,173
R1 8,280 8,280 8,152 8,238
PP 8,195 8,195 8,195 8,174
S1 8,045 8,045 8,109 8,003
S2 7,960 7,960 8,087
S3 7,725 7,810 8,066
S4 7,490 7,575 8,001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,480 8,110 370 4.4% 46 0.5% 92% True False 23
10 8,560 8,110 450 5.3% 47 0.6% 76% False False 17
20 8,895 8,110 785 9.3% 34 0.4% 43% False False 22
40 9,075 8,110 965 11.4% 26 0.3% 35% False False 13
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 8,693
2.618 8,611
1.618 8,561
1.000 8,530
0.618 8,511
HIGH 8,480
0.618 8,461
0.500 8,455
0.382 8,449
LOW 8,430
0.618 8,399
1.000 8,380
1.618 8,349
2.618 8,299
4.250 8,218
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 8,455 8,398
PP 8,453 8,347
S1 8,452 8,295

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

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