NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 10,075 10,080 5 0.0% 9,985
High 10,150 10,155 5 0.0% 10,190
Low 10,055 10,065 10 0.1% 9,465
Close 10,090 10,070 -20 -0.2% 10,150
Range 95 90 -5 -5.3% 725
ATR 157 152 -5 -3.1% 0
Volume 4,834 5,912 1,078 22.3% 44,476
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,367 10,308 10,120
R3 10,277 10,218 10,095
R2 10,187 10,187 10,087
R1 10,128 10,128 10,078 10,113
PP 10,097 10,097 10,097 10,089
S1 10,038 10,038 10,062 10,023
S2 10,007 10,007 10,054
S3 9,917 9,948 10,045
S4 9,827 9,858 10,021
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 9,990 200 2.0% 99 1.0% 40% False False 7,833
10 10,190 9,465 725 7.2% 165 1.6% 83% False False 8,279
20 10,255 9,465 790 7.8% 161 1.6% 77% False False 9,016
40 10,255 9,315 940 9.3% 157 1.6% 80% False False 8,059
60 10,255 9,315 940 9.3% 113 1.1% 80% False False 5,378
80 10,255 9,315 940 9.3% 88 0.9% 80% False False 4,034
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,538
2.618 10,391
1.618 10,301
1.000 10,245
0.618 10,211
HIGH 10,155
0.618 10,121
0.500 10,110
0.382 10,100
LOW 10,065
0.618 10,010
1.000 9,975
1.618 9,920
2.618 9,830
4.250 9,683
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 10,110 10,123
PP 10,097 10,105
S1 10,083 10,088

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

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