NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 9,435 9,615 180 1.9% 9,490
High 9,640 9,640 0 0.0% 9,640
Low 9,435 9,455 20 0.2% 9,350
Close 9,615 9,485 -130 -1.4% 9,450
Range 205 185 -20 -9.8% 290
ATR 120 125 5 3.9% 0
Volume 6,359 7,017 658 10.3% 59,542
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,082 9,968 9,587
R3 9,897 9,783 9,536
R2 9,712 9,712 9,519
R1 9,598 9,598 9,502 9,563
PP 9,527 9,527 9,527 9,509
S1 9,413 9,413 9,468 9,378
S2 9,342 9,342 9,451
S3 9,157 9,228 9,434
S4 8,972 9,043 9,383
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 9,395 245 2.6% 174 1.8% 37% True False 8,080
10 9,640 9,350 290 3.1% 152 1.6% 47% True False 8,138
20 9,775 9,350 425 4.5% 108 1.1% 32% False False 4,100
40 10,020 9,350 670 7.1% 67 0.7% 20% False False 2,054
60 10,020 9,350 670 7.1% 45 0.5% 20% False False 1,370
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 24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,426
2.618 10,124
1.618 9,939
1.000 9,825
0.618 9,754
HIGH 9,640
0.618 9,569
0.500 9,548
0.382 9,526
LOW 9,455
0.618 9,341
1.000 9,270
1.618 9,156
2.618 8,971
4.250 8,669
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 9,548 9,520
PP 9,527 9,508
S1 9,506 9,497

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

View Archives - Comment on this page... - Back to Index of Symbols