NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 8,900 9,010 110 1.2% 8,650
High 9,085 9,105 20 0.2% 8,870
Low 8,895 8,985 90 1.0% 8,600
Close 9,030 9,005 -25 -0.3% 8,800
Range 190 120 -70 -36.8% 270
ATR 221 213 -7 -3.3% 0
Volume 8,379 8,920 541 6.5% 51,130
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,392 9,318 9,071
R3 9,272 9,198 9,038
R2 9,152 9,152 9,027
R1 9,078 9,078 9,016 9,055
PP 9,032 9,032 9,032 9,020
S1 8,958 8,958 8,994 8,935
S2 8,912 8,912 8,983
S3 8,792 8,838 8,972
S4 8,672 8,718 8,939
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 9,105 8,635 470 5.2% 165 1.8% 79% True False 7,938
10 9,105 8,600 505 5.6% 179 2.0% 80% True False 9,300
20 9,450 8,600 850 9.4% 254 2.8% 48% False False 14,856
40 10,255 8,600 1,655 18.4% 226 2.5% 24% False False 12,774
60 10,255 8,600 1,655 18.4% 199 2.2% 24% False False 11,128
80 10,255 8,600 1,655 18.4% 168 1.9% 24% False False 8,867
100 10,255 8,600 1,655 18.4% 138 1.5% 24% False False 7,095
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 36
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 9,615
2.618 9,419
1.618 9,299
1.000 9,225
0.618 9,179
HIGH 9,105
0.618 9,059
0.500 9,045
0.382 9,031
LOW 8,985
0.618 8,911
1.000 8,865
1.618 8,791
2.618 8,671
4.250 8,475
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 9,045 9,000
PP 9,032 8,995
S1 9,018 8,990

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

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