NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 9,120 9,120 0 0.0% 9,150
High 9,155 9,150 -5 -0.1% 9,260
Low 8,995 9,005 10 0.1% 8,660
Close 9,070 9,045 -25 -0.3% 9,050
Range 160 145 -15 -9.4% 600
ATR 255 247 -8 -3.1% 0
Volume 7,212 8,698 1,486 20.6% 134,588
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,502 9,418 9,125
R3 9,357 9,273 9,085
R2 9,212 9,212 9,072
R1 9,128 9,128 9,058 9,098
PP 9,067 9,067 9,067 9,051
S1 8,983 8,983 9,032 8,953
S2 8,922 8,922 9,019
S3 8,777 8,838 9,005
S4 8,632 8,693 8,965
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,790 10,520 9,380
R3 10,190 9,920 9,215
R2 9,590 9,590 9,160
R1 9,320 9,320 9,105 9,155
PP 8,990 8,990 8,990 8,908
S1 8,720 8,720 8,995 8,555
S2 8,390 8,390 8,940
S3 7,790 8,120 8,885
S4 7,190 7,520 8,720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,165 8,780 385 4.3% 212 2.3% 69% False False 11,031
10 9,780 8,660 1,120 12.4% 341 3.8% 34% False False 20,922
20 10,190 8,660 1,530 16.9% 249 2.7% 25% False False 15,358
40 10,255 8,660 1,595 17.6% 208 2.3% 24% False False 12,250
60 10,255 8,660 1,595 17.6% 183 2.0% 24% False False 9,976
80 10,255 8,660 1,595 17.6% 145 1.6% 24% False False 7,485
100 10,255 8,660 1,595 17.6% 116 1.3% 24% False False 5,988
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,766
2.618 9,530
1.618 9,385
1.000 9,295
0.618 9,240
HIGH 9,150
0.618 9,095
0.500 9,078
0.382 9,061
LOW 9,005
0.618 8,916
1.000 8,860
1.618 8,771
2.618 8,626
4.250 8,389
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 9,078 9,080
PP 9,067 9,068
S1 9,056 9,057

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

View Archives - Comment on this page... - Back to Index of Symbols