NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 8,795 8,730 -65 -0.7% 8,785
High 8,845 8,875 30 0.3% 9,105
Low 8,590 8,710 120 1.4% 8,760
Close 8,730 8,865 135 1.5% 8,835
Range 255 165 -90 -35.3% 345
ATR 217 213 -4 -1.7% 0
Volume 12,098 21,889 9,791 80.9% 40,997
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,312 9,253 8,956
R3 9,147 9,088 8,911
R2 8,982 8,982 8,895
R1 8,923 8,923 8,880 8,953
PP 8,817 8,817 8,817 8,831
S1 8,758 8,758 8,850 8,788
S2 8,652 8,652 8,835
S3 8,487 8,593 8,820
S4 8,322 8,428 8,774
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 8,590 515 5.8% 191 2.2% 53% False False 12,676
10 9,105 8,590 515 5.8% 186 2.1% 53% False False 10,628
20 9,205 8,590 615 6.9% 217 2.4% 45% False False 11,899
40 10,190 8,590 1,600 18.0% 225 2.5% 17% False False 12,891
60 10,255 8,590 1,665 18.8% 202 2.3% 17% False False 11,446
80 10,255 8,590 1,665 18.8% 175 2.0% 17% False False 9,443
100 10,255 8,590 1,665 18.8% 144 1.6% 17% False False 7,556
120 10,255 8,590 1,665 18.8% 123 1.4% 17% False False 6,297
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,576
2.618 9,307
1.618 9,142
1.000 9,040
0.618 8,977
HIGH 8,875
0.618 8,812
0.500 8,793
0.382 8,773
LOW 8,710
0.618 8,608
1.000 8,545
1.618 8,443
2.618 8,278
4.250 8,009
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 8,841 8,846
PP 8,817 8,827
S1 8,793 8,808

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

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