NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 10,080 10,080 0 0.0% 9,985
High 10,155 10,085 -70 -0.7% 10,190
Low 10,065 9,920 -145 -1.4% 9,465
Close 10,070 9,930 -140 -1.4% 10,150
Range 90 165 75 83.3% 725
ATR 152 153 1 0.6% 0
Volume 5,912 8,306 2,394 40.5% 44,476
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,473 10,367 10,021
R3 10,308 10,202 9,976
R2 10,143 10,143 9,960
R1 10,037 10,037 9,945 10,008
PP 9,978 9,978 9,978 9,964
S1 9,872 9,872 9,915 9,843
S2 9,813 9,813 9,900
S3 9,648 9,707 9,885
S4 9,483 9,542 9,839
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 9,920 270 2.7% 118 1.2% 4% False True 7,872
10 10,190 9,465 725 7.3% 160 1.6% 64% False False 8,026
20 10,255 9,465 790 8.0% 162 1.6% 59% False False 9,220
40 10,255 9,315 940 9.5% 155 1.6% 65% False False 8,263
60 10,255 9,315 940 9.5% 116 1.2% 65% False False 5,516
80 10,255 9,315 940 9.5% 90 0.9% 65% False False 4,138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,786
2.618 10,517
1.618 10,352
1.000 10,250
0.618 10,187
HIGH 10,085
0.618 10,022
0.500 10,003
0.382 9,983
LOW 9,920
0.618 9,818
1.000 9,755
1.618 9,653
2.618 9,488
4.250 9,219
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 10,003 10,038
PP 9,978 10,002
S1 9,954 9,966

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

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