NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 9,300 9,150 -150 -1.6% 9,880
High 9,450 9,260 -190 -2.0% 10,050
Low 9,115 8,705 -410 -4.5% 9,115
Close 9,340 8,745 -595 -6.4% 9,340
Range 335 555 220 65.7% 935
ATR 200 231 31 15.5% 0
Volume 30,403 37,654 7,251 23.8% 93,927
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,568 10,212 9,050
R3 10,013 9,657 8,898
R2 9,458 9,458 8,847
R1 9,102 9,102 8,796 9,003
PP 8,903 8,903 8,903 8,854
S1 8,547 8,547 8,694 8,448
S2 8,348 8,348 8,643
S3 7,793 7,992 8,593
S4 7,238 7,437 8,440
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,307 11,758 9,854
R3 11,372 10,823 9,597
R2 10,437 10,437 9,512
R1 9,888 9,888 9,426 9,695
PP 9,502 9,502 9,502 9,405
S1 8,953 8,953 9,254 8,760
S2 8,567 8,567 9,169
S3 7,632 8,018 9,083
S4 6,697 7,083 8,826
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,885 8,705 1,180 13.5% 354 4.0% 3% False True 23,586
10 10,155 8,705 1,450 16.6% 261 3.0% 3% False True 16,362
20 10,190 8,705 1,485 17.0% 218 2.5% 3% False True 12,920
40 10,255 8,705 1,550 17.7% 184 2.1% 3% False True 10,450
60 10,255 8,705 1,550 17.7% 154 1.8% 3% False True 8,005
80 10,255 8,705 1,550 17.7% 120 1.4% 3% False True 6,005
100 10,255 8,705 1,550 17.7% 101 1.2% 3% False True 4,805
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 65
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 11,619
2.618 10,713
1.618 10,158
1.000 9,815
0.618 9,603
HIGH 9,260
0.618 9,048
0.500 8,983
0.382 8,917
LOW 8,705
0.618 8,362
1.000 8,150
1.618 7,807
2.618 7,252
4.250 6,346
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 8,983 9,243
PP 8,903 9,077
S1 8,824 8,911

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

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