NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 9,580 9,550 -30 -0.3% 9,615
High 9,580 9,575 -5 -0.1% 9,690
Low 9,535 9,530 -5 -0.1% 9,565
Close 9,515 9,585 70 0.7% 9,570
Range 45 45 0 0.0% 125
ATR 69 69 -1 -1.0% 0
Volume 7 26 19 271.4% 148
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 9,698 9,687 9,610
R3 9,653 9,642 9,598
R2 9,608 9,608 9,593
R1 9,597 9,597 9,589 9,603
PP 9,563 9,563 9,563 9,566
S1 9,552 9,552 9,581 9,558
S2 9,518 9,518 9,577
S3 9,473 9,507 9,573
S4 9,428 9,462 9,560
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 9,630 9,500 130 1.4% 32 0.3% 65% False False 18
10 9,725 9,500 225 2.3% 36 0.4% 38% False False 24
20 10,020 9,500 520 5.4% 29 0.3% 16% False False 17
40 10,020 9,465 555 5.8% 18 0.2% 22% False False 9
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 True
Bear Hook False
Bull Hook False
Stretch 6
Fibonacci Retracements and Extensions
4.250 9,766
2.618 9,693
1.618 9,648
1.000 9,620
0.618 9,603
HIGH 9,575
0.618 9,558
0.500 9,553
0.382 9,547
LOW 9,530
0.618 9,502
1.000 9,485
1.618 9,457
2.618 9,412
4.250 9,339
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 9,574 9,570
PP 9,563 9,555
S1 9,553 9,540

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

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