NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 10,125 10,075 -50 -0.5% 9,985
High 10,190 10,150 -40 -0.4% 10,190
Low 10,100 10,055 -45 -0.4% 9,465
Close 10,150 10,090 -60 -0.6% 10,150
Range 90 95 5 5.6% 725
ATR 162 157 -5 -3.0% 0
Volume 9,205 4,834 -4,371 -47.5% 44,476
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,383 10,332 10,142
R3 10,288 10,237 10,116
R2 10,193 10,193 10,108
R1 10,142 10,142 10,099 10,168
PP 10,098 10,098 10,098 10,111
S1 10,047 10,047 10,081 10,073
S2 10,003 10,003 10,073
S3 9,908 9,952 10,064
S4 9,813 9,857 10,038
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 9,880 310 3.1% 110 1.1% 68% False False 8,403
10 10,190 9,465 725 7.2% 175 1.7% 86% False False 9,478
20 10,255 9,465 790 7.8% 162 1.6% 79% False False 9,063
40 10,255 9,315 940 9.3% 156 1.5% 82% False False 7,911
60 10,255 9,315 940 9.3% 114 1.1% 82% False False 5,280
80 10,255 9,315 940 9.3% 87 0.9% 82% False False 3,960
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,554
2.618 10,399
1.618 10,304
1.000 10,245
0.618 10,209
HIGH 10,150
0.618 10,114
0.500 10,103
0.382 10,091
LOW 10,055
0.618 9,996
1.000 9,960
1.618 9,901
2.618 9,806
4.250 9,651
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 10,103 10,090
PP 10,098 10,090
S1 10,094 10,090

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

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