NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 8,765 8,650 -115 -1.3% 9,040
High 8,800 8,780 -20 -0.2% 9,165
Low 8,600 8,600 0 0.0% 8,600
Close 8,635 8,670 35 0.4% 8,635
Range 200 180 -20 -10.0% 565
ATR 252 247 -5 -2.0% 0
Volume 12,976 9,137 -3,839 -29.6% 52,107
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,223 9,127 8,769
R3 9,043 8,947 8,720
R2 8,863 8,863 8,703
R1 8,767 8,767 8,687 8,815
PP 8,683 8,683 8,683 8,708
S1 8,587 8,587 8,654 8,635
S2 8,503 8,503 8,637
S3 8,323 8,407 8,621
S4 8,143 8,227 8,571
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 9,155 8,600 555 6.4% 211 2.4% 13% False True 11,139
10 9,205 8,600 605 7.0% 278 3.2% 12% False True 15,817
20 10,155 8,600 1,555 17.9% 269 3.1% 5% False True 16,090
40 10,255 8,600 1,655 19.1% 216 2.5% 4% False True 12,576
60 10,255 8,600 1,655 19.1% 194 2.2% 4% False True 10,638
80 10,255 8,600 1,655 19.1% 153 1.8% 4% False True 7,982
100 10,255 8,600 1,655 19.1% 123 1.4% 4% False True 6,386
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 42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,545
2.618 9,251
1.618 9,071
1.000 8,960
0.618 8,891
HIGH 8,780
0.618 8,711
0.500 8,690
0.382 8,669
LOW 8,600
0.618 8,489
1.000 8,420
1.618 8,309
2.618 8,129
4.250 7,835
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 8,690 8,825
PP 8,683 8,773
S1 8,677 8,722

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

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