NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 9,890 10,020 130 1.3% 10,085
High 10,025 10,075 50 0.5% 10,120
Low 9,880 10,005 125 1.3% 9,800
Close 10,010 10,075 65 0.6% 10,015
Range 145 70 -75 -51.7% 320
ATR 177 169 -8 -4.3% 0
Volume 8,765 8,109 -656 -7.5% 58,099
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,262 10,238 10,114
R3 10,192 10,168 10,094
R2 10,122 10,122 10,088
R1 10,098 10,098 10,082 10,110
PP 10,052 10,052 10,052 10,058
S1 10,028 10,028 10,069 10,040
S2 9,982 9,982 10,062
S3 9,912 9,958 10,056
S4 9,842 9,888 10,037
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 10,075 9,465 610 6.1% 202 2.0% 100% True False 8,179
10 10,255 9,465 790 7.8% 206 2.0% 77% False False 10,078
20 10,255 9,465 790 7.8% 168 1.7% 77% False False 9,143
40 10,255 9,315 940 9.3% 151 1.5% 81% False False 7,285
60 10,255 9,315 940 9.3% 110 1.1% 81% False False 4,861
80 10,255 9,315 940 9.3% 83 0.8% 81% False False 3,646
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 27
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 10,373
2.618 10,258
1.618 10,188
1.000 10,145
0.618 10,118
HIGH 10,075
0.618 10,048
0.500 10,040
0.382 10,032
LOW 10,005
0.618 9,962
1.000 9,935
1.618 9,892
2.618 9,822
4.250 9,708
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 10,063 9,973
PP 10,052 9,872
S1 10,040 9,770

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

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