NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 9,685 9,670 -15 -0.2% 10,075
High 9,695 9,780 85 0.9% 10,155
Low 9,525 9,290 -235 -2.5% 9,765
Close 9,665 9,295 -370 -3.8% 9,830
Range 170 490 320 188.2% 390
ATR 167 190 23 13.9% 0
Volume 15,587 22,770 7,183 46.1% 36,881
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,925 10,600 9,565
R3 10,435 10,110 9,430
R2 9,945 9,945 9,385
R1 9,620 9,620 9,340 9,538
PP 9,455 9,455 9,455 9,414
S1 9,130 9,130 9,250 9,048
S2 8,965 8,965 9,205
S3 8,475 8,640 9,160
S4 7,985 8,150 9,026
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 10,050 9,290 760 8.2% 269 2.9% 1% False True 14,495
10 10,190 9,290 900 9.7% 190 2.0% 1% False True 10,961
20 10,255 9,290 965 10.4% 197 2.1% 1% False True 10,692
40 10,255 9,290 965 10.4% 172 1.8% 1% False True 9,265
60 10,255 9,290 965 10.4% 139 1.5% 1% False True 6,871
80 10,255 9,290 965 10.4% 108 1.2% 1% False True 5,155
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 11,863
2.618 11,063
1.618 10,573
1.000 10,270
0.618 10,083
HIGH 9,780
0.618 9,593
0.500 9,535
0.382 9,477
LOW 9,290
0.618 8,987
1.000 8,800
1.618 8,497
2.618 8,007
4.250 7,208
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 9,535 9,588
PP 9,455 9,490
S1 9,375 9,393

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

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