NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 9,865 9,875 10 0.1% 9,625
High 9,940 10,020 80 0.8% 10,020
Low 9,805 9,855 50 0.5% 9,585
Close 9,900 10,000 100 1.0% 10,000
Range 135 165 30 22.2% 435
ATR 132 135 2 1.8% 0
Volume 9,566 6,440 -3,126 -32.7% 37,173
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,453 10,392 10,091
R3 10,288 10,227 10,046
R2 10,123 10,123 10,030
R1 10,062 10,062 10,015 10,093
PP 9,958 9,958 9,958 9,974
S1 9,897 9,897 9,985 9,928
S2 9,793 9,793 9,970
S3 9,628 9,732 9,955
S4 9,463 9,567 9,909
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 11,173 11,022 10,239
R3 10,738 10,587 10,120
R2 10,303 10,303 10,080
R1 10,152 10,152 10,040 10,228
PP 9,868 9,868 9,868 9,906
S1 9,717 9,717 9,960 9,793
S2 9,433 9,433 9,920
S3 8,998 9,282 9,881
S4 8,563 8,847 9,761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,020 9,585 435 4.4% 135 1.4% 95% True False 7,434
10 10,020 9,345 675 6.8% 139 1.4% 97% True False 7,530
20 10,020 9,315 705 7.1% 150 1.5% 97% True False 8,492
40 10,020 9,315 705 7.1% 102 1.0% 97% True False 4,316
60 10,020 9,315 705 7.1% 73 0.7% 97% True False 2,878
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 10,721
2.618 10,452
1.618 10,287
1.000 10,185
0.618 10,122
HIGH 10,020
0.618 9,957
0.500 9,938
0.382 9,918
LOW 9,855
0.618 9,753
1.000 9,690
1.618 9,588
2.618 9,423
4.250 9,154
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 9,979 9,963
PP 9,958 9,925
S1 9,938 9,888

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

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