NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 9,475 9,465 -10 -0.1% 9,425
High 9,515 9,465 -50 -0.5% 9,640
Low 9,350 9,315 -35 -0.4% 9,315
Close 9,420 9,380 -40 -0.4% 9,380
Range 165 150 -15 -9.1% 325
ATR 128 129 2 1.3% 0
Volume 8,136 7,085 -1,051 -12.9% 34,992
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 9,837 9,758 9,463
R3 9,687 9,608 9,421
R2 9,537 9,537 9,408
R1 9,458 9,458 9,394 9,423
PP 9,387 9,387 9,387 9,369
S1 9,308 9,308 9,366 9,273
S2 9,237 9,237 9,353
S3 9,087 9,158 9,339
S4 8,937 9,008 9,298
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,420 10,225 9,559
R3 10,095 9,900 9,470
R2 9,770 9,770 9,440
R1 9,575 9,575 9,410 9,510
PP 9,445 9,445 9,445 9,413
S1 9,250 9,250 9,350 9,185
S2 9,120 9,120 9,321
S3 8,795 8,925 9,291
S4 8,470 8,600 9,201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,640 9,315 325 3.5% 158 1.7% 20% False True 6,998
10 9,640 9,315 325 3.5% 161 1.7% 20% False True 9,453
20 9,775 9,315 460 4.9% 123 1.3% 14% False True 4,858
40 10,020 9,315 705 7.5% 75 0.8% 9% False True 2,435
60 10,020 9,315 705 7.5% 50 0.5% 9% False True 1,624
Crabel Price Patterns
NR True
NR4 True
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 27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,103
2.618 9,858
1.618 9,708
1.000 9,615
0.618 9,558
HIGH 9,465
0.618 9,408
0.500 9,390
0.382 9,372
LOW 9,315
0.618 9,222
1.000 9,165
1.618 9,072
2.618 8,922
4.250 8,678
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 9,390 9,478
PP 9,387 9,445
S1 9,383 9,413

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

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