NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 9,400 9,540 140 1.5% 9,490
High 9,570 9,640 70 0.7% 9,640
Low 9,395 9,420 25 0.3% 9,350
Close 9,540 9,450 -90 -0.9% 9,450
Range 175 220 45 25.7% 290
ATR 108 116 8 7.5% 0
Volume 13,537 7,095 -6,442 -47.6% 59,542
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,163 10,027 9,571
R3 9,943 9,807 9,511
R2 9,723 9,723 9,490
R1 9,587 9,587 9,470 9,545
PP 9,503 9,503 9,503 9,483
S1 9,367 9,367 9,430 9,325
S2 9,283 9,283 9,410
S3 9,063 9,147 9,390
S4 8,843 8,927 9,329
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,350 10,190 9,610
R3 10,060 9,900 9,530
R2 9,770 9,770 9,503
R1 9,610 9,610 9,477 9,545
PP 9,480 9,480 9,480 9,448
S1 9,320 9,320 9,424 9,255
S2 9,190 9,190 9,397
S3 8,900 9,030 9,370
S4 8,610 8,740 9,291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,640 9,350 290 3.1% 164 1.7% 34% True False 11,908
10 9,775 9,350 425 4.5% 150 1.6% 24% False False 6,207
20 9,775 9,350 425 4.5% 93 1.0% 24% False False 3,116
40 10,020 9,350 670 7.1% 55 0.6% 15% False False 1,560
60 10,020 8,745 1,275 13.5% 46 0.5% 55% False False 1,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 10,575
2.618 10,216
1.618 9,996
1.000 9,860
0.618 9,776
HIGH 9,640
0.618 9,556
0.500 9,530
0.382 9,504
LOW 9,420
0.618 9,284
1.000 9,200
1.618 9,064
2.618 8,844
4.250 8,485
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 9,530 9,495
PP 9,503 9,480
S1 9,477 9,465

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

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