NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 9,710 9,725 15 0.2% 9,840
High 9,750 9,725 -25 -0.3% 9,910
Low 9,710 9,640 -70 -0.7% 9,640
Close 9,805 9,620 -185 -1.9% 9,620
Range 40 85 45 112.5% 270
ATR 72 79 7 9.2% 0
Volume 2 9 7 350.0% 41
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 9,917 9,853 9,667
R3 9,832 9,768 9,644
R2 9,747 9,747 9,636
R1 9,683 9,683 9,628 9,673
PP 9,662 9,662 9,662 9,656
S1 9,598 9,598 9,612 9,588
S2 9,577 9,577 9,605
S3 9,492 9,513 9,597
S4 9,407 9,428 9,573
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 10,533 10,347 9,769
R3 10,263 10,077 9,694
R2 9,993 9,993 9,670
R1 9,807 9,807 9,645 9,765
PP 9,723 9,723 9,723 9,703
S1 9,537 9,537 9,595 9,495
S2 9,453 9,453 9,571
S3 9,183 9,267 9,546
S4 8,913 8,997 9,472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,910 9,640 270 2.8% 25 0.3% -7% False True 8
10 10,020 9,640 380 4.0% 20 0.2% -5% False True 8
20 10,020 9,465 555 5.8% 22 0.2% 28% False False 5
40 10,020 8,925 1,095 11.4% 19 0.2% 63% False False 4
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 10 trading days
Fibonacci Retracements and Extensions
4.250 10,086
2.618 9,948
1.618 9,863
1.000 9,810
0.618 9,778
HIGH 9,725
0.618 9,693
0.500 9,683
0.382 9,673
LOW 9,640
0.618 9,588
1.000 9,555
1.618 9,503
2.618 9,418
4.250 9,279
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 9,683 9,718
PP 9,662 9,685
S1 9,641 9,653

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

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