NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 10,080 10,250 170 1.7% 10,000
High 10,220 10,255 35 0.3% 10,255
Low 10,050 10,020 -30 -0.3% 9,965
Close 10,220 10,070 -150 -1.5% 10,070
Range 170 235 65 38.2% 290
ATR 131 139 7 5.7% 0
Volume 7,640 10,876 3,236 42.4% 36,689
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,820 10,680 10,199
R3 10,585 10,445 10,135
R2 10,350 10,350 10,113
R1 10,210 10,210 10,092 10,163
PP 10,115 10,115 10,115 10,091
S1 9,975 9,975 10,049 9,928
S2 9,880 9,880 10,027
S3 9,645 9,740 10,006
S4 9,410 9,505 9,941
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,967 10,808 10,230
R3 10,677 10,518 10,150
R2 10,387 10,387 10,123
R1 10,228 10,228 10,097 10,308
PP 10,097 10,097 10,097 10,136
S1 9,938 9,938 10,044 10,018
S2 9,807 9,807 10,017
S3 9,517 9,648 9,990
S4 9,227 9,358 9,911
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,255 9,855 400 4.0% 149 1.5% 54% True False 8,625
10 10,255 9,585 670 6.7% 140 1.4% 72% True False 8,425
20 10,255 9,315 940 9.3% 149 1.5% 80% True False 7,704
40 10,255 9,315 940 9.3% 117 1.2% 80% True False 5,232
60 10,255 9,315 940 9.3% 83 0.8% 80% True False 3,490
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 11,254
2.618 10,870
1.618 10,635
1.000 10,490
0.618 10,400
HIGH 10,255
0.618 10,165
0.500 10,138
0.382 10,110
LOW 10,020
0.618 9,875
1.000 9,785
1.618 9,640
2.618 9,405
4.250 9,021
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 10,138 10,123
PP 10,115 10,105
S1 10,093 10,088

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

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