NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 9,010 9,020 10 0.1% 8,785
High 9,105 9,025 -80 -0.9% 9,105
Low 8,985 8,800 -185 -2.1% 8,760
Close 9,005 8,835 -170 -1.9% 8,835
Range 120 225 105 87.5% 345
ATR 213 214 1 0.4% 0
Volume 8,920 12,098 3,178 35.6% 40,997
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,562 9,423 8,959
R3 9,337 9,198 8,897
R2 9,112 9,112 8,876
R1 8,973 8,973 8,856 8,930
PP 8,887 8,887 8,887 8,865
S1 8,748 8,748 8,815 8,705
S2 8,662 8,662 8,794
S3 8,437 8,523 8,773
S4 8,212 8,298 8,711
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,935 9,730 9,025
R3 9,590 9,385 8,930
R2 9,245 9,245 8,898
R1 9,040 9,040 8,867 9,143
PP 8,900 8,900 8,900 8,951
S1 8,695 8,695 8,804 8,798
S2 8,555 8,555 8,772
S3 8,210 8,350 8,740
S4 7,865 8,005 8,645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,105 8,760 345 3.9% 173 2.0% 22% False False 8,199
10 9,105 8,600 505 5.7% 182 2.1% 47% False False 9,212
20 9,260 8,600 660 7.5% 249 2.8% 36% False False 13,941
40 10,190 8,600 1,590 18.0% 225 2.5% 15% False False 12,805
60 10,255 8,600 1,655 18.7% 200 2.3% 14% False False 11,104
80 10,255 8,600 1,655 18.7% 171 1.9% 14% False False 9,019
100 10,255 8,600 1,655 18.7% 140 1.6% 14% False False 7,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9,981
2.618 9,614
1.618 9,389
1.000 9,250
0.618 9,164
HIGH 9,025
0.618 8,939
0.500 8,913
0.382 8,886
LOW 8,800
0.618 8,661
1.000 8,575
1.618 8,436
2.618 8,211
4.250 7,844
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 8,913 8,953
PP 8,887 8,913
S1 8,861 8,874

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

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