NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 9,500 9,580 80 0.8% 9,615
High 9,515 9,580 65 0.7% 9,690
Low 9,500 9,535 35 0.4% 9,565
Close 9,515 9,515 0 0.0% 9,570
Range 15 45 30 200.0% 125
ATR 70 69 0 -0.5% 0
Volume 43 7 -36 -83.7% 148
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 9,678 9,642 9,540
R3 9,633 9,597 9,528
R2 9,588 9,588 9,523
R1 9,552 9,552 9,519 9,548
PP 9,543 9,543 9,543 9,541
S1 9,507 9,507 9,511 9,503
S2 9,498 9,498 9,507
S3 9,453 9,462 9,503
S4 9,408 9,417 9,490
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% 23 0.2% 8% False False 20
10 9,750 9,500 250 2.6% 35 0.4% 6% False False 22
20 10,020 9,500 520 5.5% 33 0.3% 3% False False 15
40 10,020 9,465 555 5.8% 17 0.2% 9% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,771
2.618 9,698
1.618 9,653
1.000 9,625
0.618 9,608
HIGH 9,580
0.618 9,563
0.500 9,558
0.382 9,552
LOW 9,535
0.618 9,507
1.000 9,490
1.618 9,462
2.618 9,417
4.250 9,344
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 9,558 9,540
PP 9,543 9,532
S1 9,529 9,523

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

View Archives - Comment on this page... - Back to Index of Symbols