NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 9,780 9,865 85 0.9% 9,360
High 9,875 9,940 65 0.7% 9,730
Low 9,755 9,805 50 0.5% 9,345
Close 9,870 9,900 30 0.3% 9,610
Range 120 135 15 12.5% 385
ATR 132 132 0 0.2% 0
Volume 10,081 9,566 -515 -5.1% 38,136
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,287 10,228 9,974
R3 10,152 10,093 9,937
R2 10,017 10,017 9,925
R1 9,958 9,958 9,913 9,988
PP 9,882 9,882 9,882 9,896
S1 9,823 9,823 9,888 9,853
S2 9,747 9,747 9,875
S3 9,612 9,688 9,863
S4 9,477 9,553 9,826
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,717 10,548 9,822
R3 10,332 10,163 9,716
R2 9,947 9,947 9,681
R1 9,778 9,778 9,645 9,863
PP 9,562 9,562 9,562 9,604
S1 9,393 9,393 9,575 9,478
S2 9,177 9,177 9,540
S3 8,792 9,008 9,504
S4 8,407 8,623 9,398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,940 9,585 355 3.6% 131 1.3% 89% True False 8,225
10 9,940 9,315 625 6.3% 138 1.4% 94% True False 7,595
20 9,940 9,315 625 6.3% 150 1.5% 94% True False 8,251
40 9,940 9,315 625 6.3% 99 1.0% 94% True False 4,155
60 10,020 9,315 705 7.1% 70 0.7% 83% False False 2,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,514
2.618 10,294
1.618 10,159
1.000 10,075
0.618 10,024
HIGH 9,940
0.618 9,889
0.500 9,873
0.382 9,857
LOW 9,805
0.618 9,722
1.000 9,670
1.618 9,587
2.618 9,452
4.250 9,231
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 9,891 9,864
PP 9,882 9,828
S1 9,873 9,793

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

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