NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 10,080 9,900 -180 -1.8% 9,985
High 10,085 9,980 -105 -1.0% 10,190
Low 9,920 9,865 -55 -0.6% 9,465
Close 9,930 9,870 -60 -0.6% 10,150
Range 165 115 -50 -30.3% 725
ATR 153 151 -3 -1.8% 0
Volume 8,306 8,876 570 6.9% 44,476
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,250 10,175 9,933
R3 10,135 10,060 9,902
R2 10,020 10,020 9,891
R1 9,945 9,945 9,881 9,925
PP 9,905 9,905 9,905 9,895
S1 9,830 9,830 9,860 9,810
S2 9,790 9,790 9,849
S3 9,675 9,715 9,839
S4 9,560 9,600 9,807
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 9,865 325 3.3% 111 1.1% 2% False True 7,426
10 10,190 9,465 725 7.3% 160 1.6% 56% False False 8,008
20 10,255 9,465 790 8.0% 162 1.6% 51% False False 9,159
40 10,255 9,315 940 9.5% 154 1.6% 59% False False 8,477
60 10,255 9,315 940 9.5% 118 1.2% 59% False False 5,664
80 10,255 9,315 940 9.5% 92 0.9% 59% False False 4,249
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,469
2.618 10,281
1.618 10,166
1.000 10,095
0.618 10,051
HIGH 9,980
0.618 9,936
0.500 9,923
0.382 9,909
LOW 9,865
0.618 9,794
1.000 9,750
1.618 9,679
2.618 9,564
4.250 9,376
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 9,923 10,010
PP 9,905 9,963
S1 9,888 9,917

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

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