NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 9,795 9,710 -85 -0.9% 10,010
High 9,795 9,750 -45 -0.5% 10,020
Low 9,795 9,710 -85 -0.9% 9,750
Close 9,820 9,805 -15 -0.2% 9,830
Range 0 40 40 270
ATR 69 72 3 4.2% 0
Volume 1 2 1 100.0% 42
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 9,875 9,880 9,827
R3 9,835 9,840 9,816
R2 9,795 9,795 9,812
R1 9,800 9,800 9,809 9,798
PP 9,755 9,755 9,755 9,754
S1 9,760 9,760 9,801 9,758
S2 9,715 9,715 9,798
S3 9,675 9,720 9,794
S4 9,635 9,680 9,783
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 10,677 10,523 9,979
R3 10,407 10,253 9,904
R2 10,137 10,137 9,880
R1 9,983 9,983 9,855 9,925
PP 9,867 9,867 9,867 9,838
S1 9,713 9,713 9,805 9,655
S2 9,597 9,597 9,781
S3 9,327 9,443 9,756
S4 9,057 9,173 9,682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,910 9,710 200 2.0% 8 0.1% 48% False True 9
10 10,020 9,710 310 3.2% 23 0.2% 31% False True 9
20 10,020 9,465 555 5.7% 18 0.2% 61% False False 5
40 10,020 8,745 1,275 13.0% 22 0.2% 83% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 9,920
2.618 9,855
1.618 9,815
1.000 9,790
0.618 9,775
HIGH 9,750
0.618 9,735
0.500 9,730
0.382 9,725
LOW 9,710
0.618 9,685
1.000 9,670
1.618 9,645
2.618 9,605
4.250 9,540
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 9,780 9,810
PP 9,755 9,808
S1 9,730 9,807

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

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