NIKKEI 225 Index Future (Globex) March 2012

Trading Metrics calculated at close of trading on 06-Dec-2011

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	8,645	8,665	20	0.2%	8,345
High	8,730	8,675	-55	-0.6%	8,755
Low	8,645	8,560	-85	-1.0%	8,345
Close	8,675	8,600	-75	-0.9%	8,655
Range	85	115	30	35.3%	410
ATR	100	101	1	1.1%	0
Volume	6,742	9,396	2,654	39.4%	2,054

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,957	8,893	8,663
R3	8,842	8,778	8,632
R2	8,727	8,727	8,621
R1	8,663	8,663	8,611	8,638
PP	8,612	8,612	8,612	8,599
S1	8,548	8,548	8,590	8,523
S2	8,497	8,497	8,579
S3	8,382	8,433	8,569
S4	8,267	8,318	8,537

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%	128	1.5%	56%	False	False	3,624
10	8,755	8,110	645	7.5%	87	1.0%	76%	False	False	1,823
20	8,775	8,110	665	7.7%	64	0.7%	74%	False	False	917
40	9,075	8,110	965	11.2%	41	0.5%	51%	False	False	466
60	9,075	8,110	965	11.2%	28	0.3%	51%	False	False	311

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	11
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	9,164
2.618	8,976
1.618	8,861
1.000	8,790
0.618	8,746
HIGH	8,675
0.618	8,631
0.500	8,618
0.382	8,604
LOW	8,560
0.618	8,489
1.000	8,445
1.618	8,374
2.618	8,259
4.250	8,071

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	8,618	8,658
PP	8,612	8,638
S1	8,606	8,619

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