NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 9,715 9,540 -175 -1.8% 9,530
High 9,715 9,605 -110 -1.1% 9,580
Low 9,585 9,540 -45 -0.5% 9,500
Close 9,580 9,590 10 0.1% 9,515
Range 130 65 -65 -50.0% 80
ATR 89 88 -2 -1.9% 0
Volume 318 436 118 37.1% 117
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 9,773 9,747 9,626
R3 9,708 9,682 9,608
R2 9,643 9,643 9,602
R1 9,617 9,617 9,596 9,630
PP 9,578 9,578 9,578 9,585
S1 9,552 9,552 9,584 9,565
S2 9,513 9,513 9,578
S3 9,448 9,487 9,572
S4 9,383 9,422 9,554
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 9,775 9,495 280 2.9% 113 1.2% 34% False False 185
10 9,775 9,495 280 2.9% 68 0.7% 34% False False 103
20 9,910 9,495 415 4.3% 49 0.5% 23% False False 59
40 10,020 9,465 555 5.8% 31 0.3% 23% False False 31
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 True
Bull Hook False
Stretch 7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,881
2.618 9,775
1.618 9,710
1.000 9,670
0.618 9,645
HIGH 9,605
0.618 9,580
0.500 9,573
0.382 9,565
LOW 9,540
0.618 9,500
1.000 9,475
1.618 9,435
2.618 9,370
4.250 9,264
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 9,584 9,635
PP 9,578 9,620
S1 9,573 9,605

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

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