NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 9,820 9,940 120 1.2% 10,000
High 10,035 10,010 -25 -0.2% 10,255
Low 9,820 9,890 70 0.7% 9,965
Close 9,950 9,940 -10 -0.1% 10,070
Range 215 120 -95 -44.2% 290
ATR 153 151 -2 -1.6% 0
Volume 10,837 9,051 -1,786 -16.5% 36,689
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,307 10,243 10,006
R3 10,187 10,123 9,973
R2 10,067 10,067 9,962
R1 10,003 10,003 9,951 10,000
PP 9,947 9,947 9,947 9,945
S1 9,883 9,883 9,929 9,880
S2 9,827 9,827 9,918
S3 9,707 9,763 9,907
S4 9,587 9,643 9,874
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 9,800 455 4.6% 199 2.0% 31% False False 12,258
10 10,255 9,800 455 4.6% 164 1.6% 31% False False 10,311
20 10,255 9,315 940 9.5% 152 1.5% 66% False False 8,881
40 10,255 9,315 940 9.5% 130 1.3% 66% False False 6,491
60 10,255 9,315 940 9.5% 96 1.0% 66% False False 4,330
80 10,255 9,315 940 9.5% 72 0.7% 66% False False 3,248
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 31
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,520
2.618 10,324
1.618 10,204
1.000 10,130
0.618 10,084
HIGH 10,010
0.618 9,964
0.500 9,950
0.382 9,936
LOW 9,890
0.618 9,816
1.000 9,770
1.618 9,696
2.618 9,576
4.250 9,380
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 9,950 9,933
PP 9,947 9,925
S1 9,943 9,918

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

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