NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 9,985 9,890 -95 -1.0% 10,085
High 10,035 10,025 -10 -0.1% 10,120
Low 9,465 9,880 415 4.4% 9,800
Close 9,865 10,010 145 1.5% 10,015
Range 570 145 -425 -74.6% 320
ATR 178 177 -1 -0.7% 0
Volume 7,292 8,765 1,473 20.2% 58,099
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,407 10,353 10,090
R3 10,262 10,208 10,050
R2 10,117 10,117 10,037
R1 10,063 10,063 10,023 10,090
PP 9,972 9,972 9,972 9,985
S1 9,918 9,918 9,997 9,945
S2 9,827 9,827 9,984
S3 9,682 9,773 9,970
S4 9,537 9,628 9,930
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 5.7% 231 2.3% 96% False False 8,725
10 10,255 9,465 790 7.9% 210 2.1% 69% False False 10,201
20 10,255 9,395 860 8.6% 173 1.7% 72% False False 9,137
40 10,255 9,315 940 9.4% 150 1.5% 74% False False 7,082
60 10,255 9,315 940 9.4% 109 1.1% 74% False False 4,726
80 10,255 9,315 940 9.4% 82 0.8% 74% False False 3,545
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,641
2.618 10,405
1.618 10,260
1.000 10,170
0.618 10,115
HIGH 10,025
0.618 9,970
0.500 9,953
0.382 9,936
LOW 9,880
0.618 9,791
1.000 9,735
1.618 9,646
2.618 9,501
4.250 9,264
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 9,991 9,923
PP 9,972 9,837
S1 9,953 9,750

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

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