NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 9,625 9,490 -135 -1.4% 9,495
High 9,630 9,515 -115 -1.2% 9,775
Low 9,470 9,360 -110 -1.2% 9,470
Close 9,485 9,395 -90 -0.9% 9,485
Range 160 155 -5 -3.1% 305
ATR 93 97 4 4.8% 0
Volume 1,636 15,908 14,272 872.4% 2,511
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 9,888 9,797 9,480
R3 9,733 9,642 9,438
R2 9,578 9,578 9,424
R1 9,487 9,487 9,409 9,455
PP 9,423 9,423 9,423 9,408
S1 9,332 9,332 9,381 9,300
S2 9,268 9,268 9,367
S3 9,113 9,177 9,353
S4 8,958 9,022 9,310
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,492 10,293 9,653
R3 10,187 9,988 9,569
R2 9,882 9,882 9,541
R1 9,683 9,683 9,513 9,630
PP 9,577 9,577 9,577 9,550
S1 9,378 9,378 9,457 9,325
S2 9,272 9,272 9,429
S3 8,967 9,073 9,401
S4 8,662 8,768 9,317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,775 9,360 415 4.4% 158 1.7% 8% False True 3,683
10 9,775 9,360 415 4.4% 100 1.1% 8% False True 1,853
20 9,910 9,360 550 5.9% 62 0.7% 6% False True 936
40 10,020 9,360 660 7.0% 39 0.4% 5% False True 470
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 10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,174
2.618 9,921
1.618 9,766
1.000 9,670
0.618 9,611
HIGH 9,515
0.618 9,456
0.500 9,438
0.382 9,419
LOW 9,360
0.618 9,264
1.000 9,205
1.618 9,109
2.618 8,954
4.250 8,701
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 9,438 9,495
PP 9,423 9,462
S1 9,409 9,428

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

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