NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 9,880 9,860 -20 -0.2% 10,075
High 10,050 9,885 -165 -1.6% 10,155
Low 9,750 9,665 -85 -0.9% 9,765
Close 9,825 9,670 -155 -1.6% 9,830
Range 300 220 -80 -26.7% 390
ATR 162 166 4 2.5% 0
Volume 13,651 11,516 -2,135 -15.6% 36,881
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,400 10,255 9,791
R3 10,180 10,035 9,731
R2 9,960 9,960 9,710
R1 9,815 9,815 9,690 9,778
PP 9,740 9,740 9,740 9,721
S1 9,595 9,595 9,650 9,558
S2 9,520 9,520 9,630
S3 9,300 9,375 9,610
S4 9,080 9,155 9,549
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 11,087 10,848 10,045
R3 10,697 10,458 9,937
R2 10,307 10,307 9,902
R1 10,068 10,068 9,866 9,993
PP 9,917 9,917 9,917 9,879
S1 9,678 9,678 9,794 9,603
S2 9,527 9,527 9,759
S3 9,137 9,288 9,723
S4 8,747 8,898 9,616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,085 9,665 420 4.3% 193 2.0% 1% False True 10,260
10 10,190 9,665 525 5.4% 146 1.5% 1% False True 9,046
20 10,255 9,465 790 8.2% 178 1.8% 26% False False 9,624
40 10,255 9,315 940 9.7% 162 1.7% 38% False False 8,881
60 10,255 9,315 940 9.7% 128 1.3% 38% False False 6,232
80 10,255 9,315 940 9.7% 100 1.0% 38% False False 4,675
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 39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,820
2.618 10,461
1.618 10,241
1.000 10,105
0.618 10,021
HIGH 9,885
0.618 9,801
0.500 9,775
0.382 9,749
LOW 9,665
0.618 9,529
1.000 9,445
1.618 9,309
2.618 9,089
4.250 8,730
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 9,775 9,858
PP 9,740 9,795
S1 9,705 9,733

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

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