NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 25-Aug-2011
Day Change Summary
Previous Current
24-Aug-2011 25-Aug-2011 Change Change % Previous Week
Open 8,860 8,765 -95 -1.1% 9,040
High 8,860 8,870 10 0.1% 9,165
Low 8,625 8,720 95 1.1% 8,600
Close 8,775 8,745 -30 -0.3% 8,635
Range 235 150 -85 -36.2% 565
ATR 243 236 -7 -2.7% 0
Volume 9,845 10,661 816 8.3% 52,107
Daily Pivots for day following 25-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,228 9,137 8,828
R3 9,078 8,987 8,786
R2 8,928 8,928 8,773
R1 8,837 8,837 8,759 8,808
PP 8,778 8,778 8,778 8,764
S1 8,687 8,687 8,731 8,658
S2 8,628 8,628 8,718
S3 8,478 8,537 8,704
S4 8,328 8,387 8,663
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 8,870 8,600 270 3.1% 193 2.2% 54% True False 10,662
10 9,165 8,600 565 6.5% 203 2.3% 26% False False 10,733
20 10,050 8,600 1,450 16.6% 280 3.2% 10% False False 16,495
40 10,255 8,600 1,655 18.9% 221 2.5% 9% False False 12,827
60 10,255 8,600 1,655 18.9% 196 2.2% 9% False False 11,150
80 10,255 8,600 1,655 18.9% 159 1.8% 9% False False 8,372
100 10,255 8,600 1,655 18.9% 129 1.5% 9% False False 6,698
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 32
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 9,508
2.618 9,263
1.618 9,113
1.000 9,020
0.618 8,963
HIGH 8,870
0.618 8,813
0.500 8,795
0.382 8,777
LOW 8,720
0.618 8,627
1.000 8,570
1.618 8,477
2.618 8,327
4.250 8,083
Fisher Pivots for day following 25-Aug-2011
Pivot 1 day 3 day
R1 8,795 8,748
PP 8,778 8,747
S1 8,762 8,746

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

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