NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 9,630 9,530 -100 -1.0% 9,615
High 9,630 9,555 -75 -0.8% 9,690
Low 9,630 9,500 -130 -1.3% 9,565
Close 9,570 9,445 -125 -1.3% 9,570
Range 0 55 55 125
ATR 70 70 0 0.0% 0
Volume 1 15 14 1,400.0% 148
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 9,665 9,610 9,475
R3 9,610 9,555 9,460
R2 9,555 9,555 9,455
R1 9,500 9,500 9,450 9,500
PP 9,500 9,500 9,500 9,500
S1 9,445 9,445 9,440 9,445
S2 9,445 9,445 9,435
S3 9,390 9,390 9,430
S4 9,335 9,335 9,415
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 9,500 190 2.0% 21 0.2% -29% False True 27
10 9,910 9,500 410 4.3% 29 0.3% -13% False True 20
20 10,020 9,500 520 5.5% 30 0.3% -11% False True 13
40 10,020 9,400 620 6.6% 15 0.2% 7% False False 7
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 4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,789
2.618 9,699
1.618 9,644
1.000 9,610
0.618 9,589
HIGH 9,555
0.618 9,534
0.500 9,528
0.382 9,521
LOW 9,500
0.618 9,466
1.000 9,445
1.618 9,411
2.618 9,356
4.250 9,266
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 9,528 9,595
PP 9,500 9,545
S1 9,473 9,495

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

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