NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 10,055 10,125 70 0.7% 9,985
High 10,140 10,190 50 0.5% 10,190
Low 9,990 10,100 110 1.1% 9,465
Close 10,120 10,150 30 0.3% 10,150
Range 150 90 -60 -40.0% 725
ATR 168 162 -6 -3.3% 0
Volume 11,105 9,205 -1,900 -17.1% 44,476
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,417 10,373 10,200
R3 10,327 10,283 10,175
R2 10,237 10,237 10,167
R1 10,193 10,193 10,158 10,215
PP 10,147 10,147 10,147 10,158
S1 10,103 10,103 10,142 10,125
S2 10,057 10,057 10,134
S3 9,967 10,013 10,125
S4 9,877 9,923 10,101
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 12,110 11,855 10,549
R3 11,385 11,130 10,350
R2 10,660 10,660 10,283
R1 10,405 10,405 10,217 10,533
PP 9,935 9,935 9,935 9,999
S1 9,680 9,680 10,084 9,808
S2 9,210 9,210 10,017
S3 8,485 8,955 9,951
S4 7,760 8,230 9,751
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,190 9,465 725 7.1% 205 2.0% 94% True False 8,895
10 10,190 9,465 725 7.1% 189 1.9% 94% True False 10,257
20 10,255 9,465 790 7.8% 165 1.6% 87% False False 9,341
40 10,255 9,315 940 9.3% 155 1.5% 89% False False 7,791
60 10,255 9,315 940 9.3% 114 1.1% 89% False False 5,199
80 10,255 9,315 940 9.3% 86 0.8% 89% False False 3,900
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,573
2.618 10,426
1.618 10,336
1.000 10,280
0.618 10,246
HIGH 10,190
0.618 10,156
0.500 10,145
0.382 10,135
LOW 10,100
0.618 10,045
1.000 10,010
1.618 9,955
2.618 9,865
4.250 9,718
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 10,148 10,130
PP 10,147 10,110
S1 10,145 10,090

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

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