NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 8,730 8,875 145 1.7% 8,785
High 8,875 8,890 15 0.2% 9,105
Low 8,710 8,750 40 0.5% 8,760
Close 8,865 8,785 -80 -0.9% 8,835
Range 165 140 -25 -15.2% 345
ATR 213 208 -5 -2.5% 0
Volume 21,889 8,415 -13,474 -61.6% 40,997
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,228 9,147 8,862
R3 9,088 9,007 8,824
R2 8,948 8,948 8,811
R1 8,867 8,867 8,798 8,838
PP 8,808 8,808 8,808 8,794
S1 8,727 8,727 8,772 8,698
S2 8,668 8,668 8,759
S3 8,528 8,587 8,747
S4 8,388 8,447 8,708
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 5.9% 181 2.1% 38% False False 12,684
10 9,105 8,590 515 5.9% 176 2.0% 38% False False 10,485
20 9,165 8,590 575 6.5% 200 2.3% 34% False False 11,016
40 10,190 8,590 1,600 18.2% 223 2.5% 12% False False 12,831
60 10,255 8,590 1,665 19.0% 201 2.3% 12% False False 11,480
80 10,255 8,590 1,665 19.0% 176 2.0% 12% False False 9,548
100 10,255 8,590 1,665 19.0% 145 1.7% 12% False False 7,640
120 10,255 8,590 1,665 19.0% 121 1.4% 12% False False 6,367
Crabel Price Patterns
NR True
NR4 True
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 32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,485
2.618 9,257
1.618 9,117
1.000 9,030
0.618 8,977
HIGH 8,890
0.618 8,837
0.500 8,820
0.382 8,804
LOW 8,750
0.618 8,664
1.000 8,610
1.618 8,524
2.618 8,384
4.250 8,155
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 8,820 8,770
PP 8,808 8,755
S1 8,797 8,740

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

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