NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 8,765 8,745 -20 -0.2% 8,650
High 8,870 8,820 -50 -0.6% 8,870
Low 8,720 8,635 -85 -1.0% 8,600
Close 8,745 8,800 55 0.6% 8,800
Range 150 185 35 23.3% 270
ATR 236 232 -4 -1.5% 0
Volume 10,661 10,794 133 1.2% 51,130
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,307 9,238 8,902
R3 9,122 9,053 8,851
R2 8,937 8,937 8,834
R1 8,868 8,868 8,817 8,903
PP 8,752 8,752 8,752 8,769
S1 8,683 8,683 8,783 8,718
S2 8,567 8,567 8,766
S3 8,382 8,498 8,749
S4 8,197 8,313 8,698
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,567 9,453 8,949
R3 9,297 9,183 8,874
R2 9,027 9,027 8,850
R1 8,913 8,913 8,825 8,970
PP 8,757 8,757 8,757 8,785
S1 8,643 8,643 8,775 8,700
S2 8,487 8,487 8,751
S3 8,217 8,373 8,726
S4 7,947 8,103 8,652
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% 190 2.2% 74% False False 10,226
10 9,165 8,600 565 6.4% 195 2.2% 35% False False 10,323
20 10,050 8,600 1,450 16.5% 281 3.2% 14% False False 16,587
40 10,255 8,600 1,655 18.8% 222 2.5% 12% False False 12,858
60 10,255 8,600 1,655 18.8% 198 2.3% 12% False False 11,322
80 10,255 8,600 1,655 18.8% 161 1.8% 12% False False 8,507
100 10,255 8,600 1,655 18.8% 131 1.5% 12% False False 6,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,606
2.618 9,304
1.618 9,119
1.000 9,005
0.618 8,934
HIGH 8,820
0.618 8,749
0.500 8,728
0.382 8,706
LOW 8,635
0.618 8,521
1.000 8,450
1.618 8,336
2.618 8,151
4.250 7,849
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 8,776 8,783
PP 8,752 8,765
S1 8,728 8,748

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

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