NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 10,020 9,810 -210 -2.1% 9,695
High 10,020 9,810 -210 -2.1% 9,945
Low 10,020 9,750 -270 -2.7% 9,695
Close 9,885 9,800 -85 -0.9% 9,965
Range 0 60 60 250
ATR 63 68 5 8.2% 0
Volume 2 1 -1 -50.0% 24
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 9,967 9,943 9,833
R3 9,907 9,883 9,817
R2 9,847 9,847 9,811
R1 9,823 9,823 9,806 9,805
PP 9,787 9,787 9,787 9,778
S1 9,763 9,763 9,795 9,745
S2 9,727 9,727 9,789
S3 9,667 9,703 9,784
S4 9,607 9,643 9,767
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,618 10,542 10,103
R3 10,368 10,292 10,034
R2 10,118 10,118 10,011
R1 10,042 10,042 9,988 10,080
PP 9,868 9,868 9,868 9,888
S1 9,792 9,792 9,942 9,830
S2 9,618 9,618 9,919
S3 9,368 9,542 9,896
S4 9,118 9,292 9,828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,020 9,750 270 2.8% 38 0.4% 19% False True 9
10 10,020 9,695 325 3.3% 31 0.3% 32% False False 5
20 10,020 9,465 555 5.7% 16 0.2% 60% False False 3
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 0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,065
2.618 9,967
1.618 9,907
1.000 9,870
0.618 9,847
HIGH 9,810
0.618 9,787
0.500 9,780
0.382 9,773
LOW 9,750
0.618 9,713
1.000 9,690
1.618 9,653
2.618 9,593
4.250 9,495
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 9,793 9,885
PP 9,787 9,857
S1 9,780 9,828

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

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