NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	8,710	8,645	-65	-0.7%	8,345
High	8,755	8,730	-25	-0.3%	8,755
Low	8,645	8,645	0	0.0%	8,345
Close	8,655	8,675	20	0.2%	8,655
Range	110	85	-25	-22.7%	410
ATR	101	100	-1	-1.1%	0
Volume	1,069	6,742	5,673	530.7%	2,054

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,938	8,892	8,722
R3	8,853	8,807	8,699
R2	8,768	8,768	8,691
R1	8,722	8,722	8,683	8,745
PP	8,683	8,683	8,683	8,695
S1	8,637	8,637	8,667	8,660
S2	8,598	8,598	8,660
S3	8,513	8,552	8,652
S4	8,428	8,467	8,628

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,815	9,645	8,881
R3	9,405	9,235	8,768
R2	8,995	8,995	8,730
R1	8,825	8,825	8,693	8,910
PP	8,585	8,585	8,585	8,628
S1	8,415	8,415	8,618	8,500
S2	8,175	8,175	8,580
S3	7,765	8,005	8,542
S4	7,355	7,595	8,430

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,755	8,400	355	4.1%	115	1.3%	77%	False	False	1,751
10	8,755	8,110	645	7.4%	86	1.0%	88%	False	False	886
20	8,775	8,110	665	7.7%	58	0.7%	85%	False	False	447
40	9,075	8,110	965	11.1%	38	0.4%	59%	False	False	231

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	10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,091
2.618	8,953
1.618	8,868
1.000	8,815
0.618	8,783
HIGH	8,730
0.618	8,698
0.500	8,688
0.382	8,678
LOW	8,645
0.618	8,593
1.000	8,560
1.618	8,508
2.618	8,423
4.250	8,284

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	8,688	8,670
PP	8,683	8,665
S1	8,679	8,660

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