NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 9,120 9,025 -95 -1.0% 9,150
High 9,150 9,050 -100 -1.1% 9,260
Low 9,005 8,680 -325 -3.6% 8,660
Close 9,045 8,770 -275 -3.0% 9,050
Range 145 370 225 155.2% 600
ATR 247 256 9 3.6% 0
Volume 8,698 17,672 8,974 103.2% 134,588
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,943 9,727 8,974
R3 9,573 9,357 8,872
R2 9,203 9,203 8,838
R1 8,987 8,987 8,804 8,910
PP 8,833 8,833 8,833 8,795
S1 8,617 8,617 8,736 8,540
S2 8,463 8,463 8,702
S3 8,093 8,247 8,668
S4 7,723 7,877 8,567
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 8,680 485 5.5% 213 2.4% 19% False True 10,805
10 9,450 8,660 790 9.0% 329 3.8% 14% False False 20,412
20 10,190 8,660 1,530 17.4% 260 3.0% 7% False False 15,686
40 10,255 8,660 1,595 18.2% 214 2.4% 7% False False 12,506
60 10,255 8,660 1,595 18.2% 189 2.2% 7% False False 10,270
80 10,255 8,660 1,595 18.2% 150 1.7% 7% False False 7,706
100 10,255 8,660 1,595 18.2% 120 1.4% 7% False False 6,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 59
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,623
2.618 10,019
1.618 9,649
1.000 9,420
0.618 9,279
HIGH 9,050
0.618 8,909
0.500 8,865
0.382 8,821
LOW 8,680
0.618 8,451
1.000 8,310
1.618 8,081
2.618 7,711
4.250 7,108
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 8,865 8,918
PP 8,833 8,868
S1 8,802 8,819

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

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