NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 9,025 8,765 -260 -2.9% 9,040
High 9,050 8,800 -250 -2.8% 9,165
Low 8,680 8,600 -80 -0.9% 8,600
Close 8,770 8,635 -135 -1.5% 8,635
Range 370 200 -170 -45.9% 565
ATR 256 252 -4 -1.6% 0
Volume 17,672 12,976 -4,696 -26.6% 52,107
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,278 9,157 8,745
R3 9,078 8,957 8,690
R2 8,878 8,878 8,672
R1 8,757 8,757 8,653 8,718
PP 8,678 8,678 8,678 8,659
S1 8,557 8,557 8,617 8,518
S2 8,478 8,478 8,598
S3 8,278 8,357 8,580
S4 8,078 8,157 8,525
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,495 10,130 8,946
R3 9,930 9,565 8,791
R2 9,365 9,365 8,739
R1 9,000 9,000 8,687 8,900
PP 8,800 8,800 8,800 8,750
S1 8,435 8,435 8,583 8,335
S2 8,235 8,235 8,532
S3 7,670 7,870 8,480
S4 7,105 7,305 8,324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,165 8,600 565 6.5% 200 2.3% 6% False True 10,421
10 9,260 8,600 660 7.6% 316 3.7% 5% False True 18,669
20 10,155 8,600 1,555 18.0% 265 3.1% 2% False True 15,875
40 10,255 8,600 1,655 19.2% 215 2.5% 2% False True 12,608
60 10,255 8,600 1,655 19.2% 192 2.2% 2% False True 10,486
80 10,255 8,600 1,655 19.2% 152 1.8% 2% False True 7,868
100 10,255 8,600 1,655 19.2% 122 1.4% 2% False True 6,295
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 48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,650
2.618 9,324
1.618 9,124
1.000 9,000
0.618 8,924
HIGH 8,800
0.618 8,724
0.500 8,700
0.382 8,677
LOW 8,600
0.618 8,477
1.000 8,400
1.618 8,277
2.618 8,077
4.250 7,750
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 8,700 8,875
PP 8,678 8,795
S1 8,657 8,715

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

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