NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 10,020 10,055 35 0.3% 10,085
High 10,075 10,140 65 0.6% 10,120
Low 10,005 9,990 -15 -0.1% 9,800
Close 10,075 10,120 45 0.4% 10,015
Range 70 150 80 114.3% 320
ATR 169 168 -1 -0.8% 0
Volume 8,109 11,105 2,996 36.9% 58,099
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,533 10,477 10,203
R3 10,383 10,327 10,161
R2 10,233 10,233 10,148
R1 10,177 10,177 10,134 10,205
PP 10,083 10,083 10,083 10,098
S1 10,027 10,027 10,106 10,055
S2 9,933 9,933 10,093
S3 9,783 9,877 10,079
S4 9,633 9,727 10,038
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 10,140 9,465 675 6.7% 208 2.1% 97% True False 8,590
10 10,255 9,465 790 7.8% 204 2.0% 83% False False 10,424
20 10,255 9,465 790 7.8% 167 1.7% 83% False False 9,326
40 10,255 9,315 940 9.3% 154 1.5% 86% False False 7,561
60 10,255 9,315 940 9.3% 113 1.1% 86% False False 5,046
80 10,255 9,315 940 9.3% 85 0.8% 86% False False 3,785
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,778
2.618 10,533
1.618 10,383
1.000 10,290
0.618 10,233
HIGH 10,140
0.618 10,083
0.500 10,065
0.382 10,047
LOW 9,990
0.618 9,897
1.000 9,840
1.618 9,747
2.618 9,597
4.250 9,353
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 10,102 10,083
PP 10,083 10,047
S1 10,065 10,010

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

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