NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 8,785 8,950 165 1.9% 8,650
High 8,965 9,000 35 0.4% 8,870
Low 8,760 8,875 115 1.3% 8,600
Close 8,950 8,905 -45 -0.5% 8,800
Range 205 125 -80 -39.0% 270
ATR 230 223 -8 -3.3% 0
Volume 5,162 6,438 1,276 24.7% 51,130
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,302 9,228 8,974
R3 9,177 9,103 8,940
R2 9,052 9,052 8,928
R1 8,978 8,978 8,917 8,953
PP 8,927 8,927 8,927 8,914
S1 8,853 8,853 8,894 8,828
S2 8,802 8,802 8,882
S3 8,677 8,728 8,871
S4 8,552 8,603 8,836
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 9,000 8,625 375 4.2% 180 2.0% 75% True False 8,580
10 9,150 8,600 550 6.2% 200 2.2% 55% False False 10,207
20 9,780 8,600 1,180 13.3% 272 3.0% 26% False False 15,909
40 10,255 8,600 1,655 18.6% 225 2.5% 18% False False 12,766
60 10,255 8,600 1,655 18.6% 198 2.2% 18% False False 11,223
80 10,255 8,600 1,655 18.6% 164 1.8% 18% False False 8,651
100 10,255 8,600 1,655 18.6% 134 1.5% 18% False False 6,922
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 39
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 9,531
2.618 9,327
1.618 9,202
1.000 9,125
0.618 9,077
HIGH 9,000
0.618 8,952
0.500 8,938
0.382 8,923
LOW 8,875
0.618 8,798
1.000 8,750
1.618 8,673
2.618 8,548
4.250 8,344
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 8,938 8,876
PP 8,927 8,847
S1 8,916 8,818

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

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