NIKKEI 225 Index Future (Globex) December 2012

Trading Metrics calculated at close of trading on 03-Dec-2012

Day Change Summary
	Previous	Current
	30-Nov-2012	03-Dec-2012	Change	Change %	Previous Week
Open	9,460	9,505	45	0.5%	9,435
High	9,540	9,535	-5	-0.1%	9,540
Low	9,400	9,440	40	0.4%	9,225
Close	9,505	9,445	-60	-0.6%	9,505
Range	140	95	-45	-32.1%	315
ATR	147	144	-4	-2.5%	0
Volume	8,363	5,812	-2,551	-30.5%	32,148

Daily Pivots for day following 03-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	9,758	9,697	9,497
R3	9,663	9,602	9,471
R2	9,568	9,568	9,463
R1	9,507	9,507	9,454	9,490
PP	9,473	9,473	9,473	9,465
S1	9,412	9,412	9,436	9,395
S2	9,378	9,378	9,428
S3	9,283	9,317	9,419
S4	9,188	9,222	9,393

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	10,368	10,252	9,678
R3	10,053	9,937	9,592
R2	9,738	9,738	9,563
R1	9,622	9,622	9,534	9,680
PP	9,423	9,423	9,423	9,453
S1	9,307	9,307	9,476	9,365
S2	9,108	9,108	9,447
S3	8,793	8,992	9,419
S4	8,478	8,677	9,332

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,540	9,225	315	3.3%	134	1.4%	70%	False	False	6,418
10	9,540	9,090	450	4.8%	140	1.5%	79%	False	False	6,881
20	9,540	8,625	915	9.7%	143	1.5%	90%	False	False	6,355
40	9,540	8,505	1,035	11.0%	149	1.6%	91%	False	False	5,735
60	9,540	8,505	1,035	11.0%	142	1.5%	91%	False	False	5,592
80	9,540	8,505	1,035	11.0%	123	1.3%	91%	False	False	4,279
100	9,540	8,365	1,175	12.4%	100	1.1%	92%	False	False	3,424
120	9,540	8,365	1,175	12.4%	85	0.9%	92%	False	False	2,853

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	38
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	9,939
2.618	9,784
1.618	9,689
1.000	9,630
0.618	9,594
HIGH	9,535
0.618	9,499
0.500	9,488
0.382	9,476
LOW	9,440
0.618	9,381
1.000	9,345
1.618	9,286
2.618	9,191
4.250	9,036

Fisher Pivots for day following 03-Dec-2012
Pivot	1 day	3 day
R1	9,488	9,443
PP	9,473	9,442
S1	9,459	9,440

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