NIKKEI 225 Index Future (Globex) March 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 8,435 8,415 -20 -0.2% 8,670
High 8,440 8,455 15 0.2% 8,685
Low 8,375 8,360 -15 -0.2% 8,360
Close 8,415 8,375 -40 -0.5% 8,375
Range 65 95 30 46.2% 325
ATR 117 115 -2 -1.3% 0
Volume 5,304 3,858 -1,446 -27.3% 19,947
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 8,682 8,623 8,427
R3 8,587 8,528 8,401
R2 8,492 8,492 8,393
R1 8,433 8,433 8,384 8,415
PP 8,397 8,397 8,397 8,388
S1 8,338 8,338 8,366 8,320
S2 8,302 8,302 8,358
S3 8,207 8,243 8,349
S4 8,112 8,148 8,323
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 9,448 9,237 8,554
R3 9,123 8,912 8,465
R2 8,798 8,798 8,435
R1 8,587 8,587 8,405 8,530
PP 8,473 8,473 8,473 8,445
S1 8,262 8,262 8,345 8,205
S2 8,148 8,148 8,316
S3 7,823 7,937 8,286
S4 7,498 7,612 8,196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,685 8,360 325 3.9% 122 1.5% 5% False True 3,989
10 8,730 8,360 370 4.4% 131 1.6% 4% False True 5,348
20 8,755 8,110 645 7.7% 107 1.3% 41% False False 2,781
40 9,075 8,110 965 11.5% 64 0.8% 27% False False 1,398
60 9,075 8,110 965 11.5% 46 0.5% 27% False False 933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8,859
2.618 8,704
1.618 8,609
1.000 8,550
0.618 8,514
HIGH 8,455
0.618 8,419
0.500 8,408
0.382 8,396
LOW 8,360
0.618 8,301
1.000 8,265
1.618 8,206
2.618 8,111
4.250 7,956
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 8,408 8,445
PP 8,397 8,422
S1 8,386 8,398

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

View Archives - Comment on this page... - Back to Index of Symbols