NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 9,935 9,985 50 0.5% 10,085
High 10,035 10,035 0 0.0% 10,120
Low 9,930 9,465 -465 -4.7% 9,800
Close 10,015 9,865 -150 -1.5% 10,015
Range 105 570 465 442.9% 320
ATR 148 178 30 20.4% 0
Volume 7,682 7,292 -390 -5.1% 58,099
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 11,498 11,252 10,179
R3 10,928 10,682 10,022
R2 10,358 10,358 9,970
R1 10,112 10,112 9,917 9,950
PP 9,788 9,788 9,788 9,708
S1 9,542 9,542 9,813 9,380
S2 9,218 9,218 9,761
S3 8,648 8,972 9,708
S4 8,078 8,402 9,552
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 10,035 9,465 570 5.8% 239 2.4% 70% True True 10,553
10 10,255 9,465 790 8.0% 202 2.0% 51% False True 10,208
20 10,255 9,345 910 9.2% 170 1.7% 57% False False 8,869
40 10,255 9,315 940 9.5% 147 1.5% 59% False False 6,863
60 10,255 9,315 940 9.5% 107 1.1% 59% False False 4,580
80 10,255 9,315 940 9.5% 80 0.8% 59% False False 3,435
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 28
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 12,458
2.618 11,527
1.618 10,957
1.000 10,605
0.618 10,387
HIGH 10,035
0.618 9,817
0.500 9,750
0.382 9,683
LOW 9,465
0.618 9,113
1.000 8,895
1.618 8,543
2.618 7,973
4.250 7,043
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 9,827 9,827
PP 9,788 9,788
S1 9,750 9,750

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

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