NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 9,690 9,630 -60 -0.6% 9,615
High 9,690 9,630 -60 -0.6% 9,690
Low 9,690 9,630 -60 -0.6% 9,565
Close 9,660 9,570 -90 -0.9% 9,570
Range
ATR 73 70 -3 -4.2% 0
Volume 37 1 -36 -97.3% 148
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 9,610 9,590 9,570
R3 9,610 9,590 9,570
R2 9,610 9,610 9,570
R1 9,590 9,590 9,570 9,600
PP 9,610 9,610 9,610 9,615
S1 9,590 9,590 9,570 9,600
S2 9,610 9,610 9,570
S3 9,610 9,590 9,570
S4 9,610 9,590 9,570
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 9,983 9,902 9,639
R3 9,858 9,777 9,605
R2 9,733 9,733 9,593
R1 9,652 9,652 9,582 9,630
PP 9,608 9,608 9,608 9,598
S1 9,527 9,527 9,559 9,505
S2 9,483 9,483 9,547
S3 9,358 9,402 9,536
S4 9,233 9,277 9,501
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,690 9,565 125 1.3% 22 0.2% 4% False False 29
10 9,910 9,565 345 3.6% 24 0.2% 1% False False 18
20 10,020 9,565 455 4.8% 27 0.3% 1% False False 12
40 10,020 9,400 620 6.5% 14 0.1% 27% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 1
Fibonacci Retracements and Extensions
4.250 9,630
2.618 9,630
1.618 9,630
1.000 9,630
0.618 9,630
HIGH 9,630
0.618 9,630
0.500 9,630
0.382 9,630
LOW 9,630
0.618 9,630
1.000 9,630
1.618 9,630
2.618 9,630
4.250 9,630
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 9,630 9,633
PP 9,610 9,612
S1 9,590 9,591

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

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