NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 10,250 10,085 -165 -1.6% 10,000
High 10,255 10,120 -135 -1.3% 10,255
Low 10,020 9,880 -140 -1.4% 9,965
Close 10,070 9,930 -140 -1.4% 10,070
Range 235 240 5 2.1% 290
ATR 139 146 7 5.2% 0
Volume 10,876 12,625 1,749 16.1% 36,689
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,697 10,553 10,062
R3 10,457 10,313 9,996
R2 10,217 10,217 9,974
R1 10,073 10,073 9,952 10,025
PP 9,977 9,977 9,977 9,953
S1 9,833 9,833 9,908 9,785
S2 9,737 9,737 9,886
S3 9,497 9,593 9,864
S4 9,257 9,353 9,798
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 9,880 375 3.8% 164 1.7% 13% False True 9,862
10 10,255 9,585 670 6.7% 150 1.5% 51% False False 8,648
20 10,255 9,315 940 9.5% 150 1.5% 65% False False 7,980
40 10,255 9,315 940 9.5% 122 1.2% 65% False False 5,548
60 10,255 9,315 940 9.5% 87 0.9% 65% False False 3,700
80 10,255 8,745 1,510 15.2% 72 0.7% 78% False False 2,776
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 30
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 11,140
2.618 10,748
1.618 10,508
1.000 10,360
0.618 10,268
HIGH 10,120
0.618 10,028
0.500 10,000
0.382 9,972
LOW 9,880
0.618 9,732
1.000 9,640
1.618 9,492
2.618 9,252
4.250 8,860
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 10,000 10,068
PP 9,977 10,022
S1 9,953 9,976

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

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