NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 9,465 9,360 -105 -1.1% 9,425
High 9,465 9,445 -20 -0.2% 9,640
Low 9,315 9,345 30 0.3% 9,315
Close 9,380 9,445 65 0.7% 9,380
Range 150 100 -50 -33.3% 325
ATR 129 127 -2 -1.6% 0
Volume 7,085 3,409 -3,676 -51.9% 34,992
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 9,712 9,678 9,500
R3 9,612 9,578 9,473
R2 9,512 9,512 9,463
R1 9,478 9,478 9,454 9,495
PP 9,412 9,412 9,412 9,420
S1 9,378 9,378 9,436 9,395
S2 9,312 9,312 9,427
S3 9,212 9,278 9,418
S4 9,112 9,178 9,390
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 3.4% 161 1.7% 40% False False 6,401
10 9,640 9,315 325 3.4% 156 1.6% 40% False False 8,203
20 9,775 9,315 460 4.9% 128 1.3% 28% False False 5,028
40 10,020 9,315 705 7.5% 78 0.8% 18% False False 2,520
60 10,020 9,315 705 7.5% 52 0.5% 18% False False 1,681
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,870
2.618 9,707
1.618 9,607
1.000 9,545
0.618 9,507
HIGH 9,445
0.618 9,407
0.500 9,395
0.382 9,383
LOW 9,345
0.618 9,283
1.000 9,245
1.618 9,183
2.618 9,083
4.250 8,920
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 9,428 9,435
PP 9,412 9,425
S1 9,395 9,415

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

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