NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 9,940 9,935 -5 -0.1% 10,085
High 10,010 10,035 25 0.2% 10,120
Low 9,890 9,930 40 0.4% 9,800
Close 9,940 10,015 75 0.8% 10,015
Range 120 105 -15 -12.5% 320
ATR 151 148 -3 -2.2% 0
Volume 9,051 7,682 -1,369 -15.1% 58,099
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,308 10,267 10,073
R3 10,203 10,162 10,044
R2 10,098 10,098 10,034
R1 10,057 10,057 10,025 10,078
PP 9,993 9,993 9,993 10,004
S1 9,952 9,952 10,006 9,973
S2 9,888 9,888 9,996
S3 9,783 9,847 9,986
S4 9,678 9,742 9,957
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,938 10,797 10,191
R3 10,618 10,477 10,103
R2 10,298 10,298 10,074
R1 10,157 10,157 10,044 10,068
PP 9,978 9,978 9,978 9,934
S1 9,837 9,837 9,986 9,748
S2 9,658 9,658 9,956
S3 9,338 9,517 9,927
S4 9,018 9,197 9,839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,120 9,800 320 3.2% 173 1.7% 67% False False 11,619
10 10,255 9,800 455 4.5% 161 1.6% 47% False False 10,122
20 10,255 9,315 940 9.4% 149 1.5% 74% False False 8,859
40 10,255 9,315 940 9.4% 132 1.3% 74% False False 6,682
60 10,255 9,315 940 9.4% 97 1.0% 74% False False 4,458
80 10,255 9,315 940 9.4% 73 0.7% 74% False False 3,344
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 25
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 10,481
2.618 10,310
1.618 10,205
1.000 10,140
0.618 10,100
HIGH 10,035
0.618 9,995
0.500 9,983
0.382 9,970
LOW 9,930
0.618 9,865
1.000 9,825
1.618 9,760
2.618 9,655
4.250 9,484
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 10,004 9,986
PP 9,993 9,957
S1 9,983 9,928

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

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