NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 9,550 9,550 0 0.0% 9,530
High 9,575 9,575 0 0.0% 9,580
Low 9,530 9,530 0 0.0% 9,500
Close 9,585 9,515 -70 -0.7% 9,515
Range 45 45 0 0.0% 80
ATR 69 68 -1 -1.4% 0
Volume 26 26 0 0.0% 117
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 9,675 9,640 9,540
R3 9,630 9,595 9,528
R2 9,585 9,585 9,523
R1 9,550 9,550 9,519 9,545
PP 9,540 9,540 9,540 9,538
S1 9,505 9,505 9,511 9,500
S2 9,495 9,495 9,507
S3 9,450 9,460 9,503
S4 9,405 9,415 9,490
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 9,772 9,723 9,559
R3 9,692 9,643 9,537
R2 9,612 9,612 9,530
R1 9,563 9,563 9,522 9,548
PP 9,532 9,532 9,532 9,524
S1 9,483 9,483 9,508 9,468
S2 9,452 9,452 9,500
S3 9,372 9,403 9,493
S4 9,292 9,323 9,471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,580 9,500 80 0.8% 41 0.4% 19% False False 23
10 9,690 9,500 190 2.0% 32 0.3% 8% False False 26
20 10,020 9,500 520 5.5% 26 0.3% 3% False False 17
40 10,020 9,465 555 5.8% 19 0.2% 9% False False 10
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 8
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 27-May-2011
Pivot 1 day 3 day
R1 9,553 9,555
PP 9,540 9,542
S1 9,528 9,528

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

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