NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 9,695 9,825 130 1.3% 9,465
High 9,695 9,945 250 2.6% 9,720
Low 9,695 9,825 130 1.3% 9,465
Close 9,765 9,965 200 2.0% 9,695
Range 0 120 120 255
ATR 54 63 9 16.5% 0
Volume 1 1 0 0.0% 4
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,272 10,238 10,031
R3 10,152 10,118 9,998
R2 10,032 10,032 9,987
R1 9,998 9,998 9,976 10,015
PP 9,912 9,912 9,912 9,920
S1 9,878 9,878 9,954 9,895
S2 9,792 9,792 9,943
S3 9,672 9,758 9,932
S4 9,552 9,638 9,899
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,392 10,298 9,835
R3 10,137 10,043 9,765
R2 9,882 9,882 9,742
R1 9,788 9,788 9,719 9,835
PP 9,627 9,627 9,627 9,650
S1 9,533 9,533 9,672 9,580
S2 9,372 9,372 9,648
S3 9,117 9,278 9,625
S4 8,862 9,023 9,555
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,945 9,695 250 2.5% 24 0.2% 108% True False 1
10 9,945 9,465 480 4.8% 12 0.1% 104% True False 1
20 9,945 9,465 480 4.8% 6 0.1% 104% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 10,455
2.618 10,259
1.618 10,139
1.000 10,065
0.618 10,019
HIGH 9,945
0.618 9,899
0.500 9,885
0.382 9,871
LOW 9,825
0.618 9,751
1.000 9,705
1.618 9,631
2.618 9,511
4.250 9,315
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 9,938 9,917
PP 9,912 9,868
S1 9,885 9,820

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

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