NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 9,530 9,500 -30 -0.3% 9,615
High 9,555 9,515 -40 -0.4% 9,690
Low 9,500 9,500 0 0.0% 9,565
Close 9,445 9,515 70 0.7% 9,570
Range 55 15 -40 -72.7% 125
ATR 70 70 0 0.0% 0
Volume 15 43 28 186.7% 148
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 9,555 9,550 9,523
R3 9,540 9,535 9,519
R2 9,525 9,525 9,518
R1 9,520 9,520 9,517 9,523
PP 9,510 9,510 9,510 9,511
S1 9,505 9,505 9,514 9,508
S2 9,495 9,495 9,512
S3 9,480 9,490 9,511
S4 9,465 9,475 9,507
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% 19 0.2% 8% False True 26
10 9,795 9,500 295 3.1% 31 0.3% 5% False True 21
20 10,020 9,500 520 5.5% 31 0.3% 3% False True 15
40 10,020 9,400 620 6.5% 16 0.2% 19% False False 8
Crabel Price Patterns
NR True
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 4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,579
2.618 9,554
1.618 9,539
1.000 9,530
0.618 9,524
HIGH 9,515
0.618 9,509
0.500 9,508
0.382 9,506
LOW 9,500
0.618 9,491
1.000 9,485
1.618 9,476
2.618 9,461
4.250 9,436
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 9,513 9,565
PP 9,510 9,548
S1 9,508 9,532

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

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