NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 9,540 9,425 -115 -1.2% 9,490
High 9,640 9,485 -155 -1.6% 9,640
Low 9,420 9,400 -20 -0.2% 9,350
Close 9,450 9,435 -15 -0.2% 9,450
Range 220 85 -135 -61.4% 290
ATR 116 113 -2 -1.9% 0
Volume 7,095 6,395 -700 -9.9% 59,542
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 9,695 9,650 9,482
R3 9,610 9,565 9,459
R2 9,525 9,525 9,451
R1 9,480 9,480 9,443 9,503
PP 9,440 9,440 9,440 9,451
S1 9,395 9,395 9,427 9,418
S2 9,355 9,355 9,420
S3 9,270 9,310 9,412
S4 9,185 9,225 9,388
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% 150 1.6% 29% False False 10,005
10 9,775 9,350 425 4.5% 154 1.6% 20% False False 6,844
20 9,775 9,350 425 4.5% 93 1.0% 20% False False 3,435
40 10,020 9,350 670 7.1% 57 0.6% 13% False False 1,720
60 10,020 8,925 1,095 11.6% 44 0.5% 47% False False 1,148
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 21
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9,846
2.618 9,708
1.618 9,623
1.000 9,570
0.618 9,538
HIGH 9,485
0.618 9,453
0.500 9,443
0.382 9,433
LOW 9,400
0.618 9,348
1.000 9,315
1.618 9,263
2.618 9,178
4.250 9,039
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 9,443 9,518
PP 9,440 9,490
S1 9,438 9,463

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

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