NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	9,935	9,985	50	0.5%	10,085
High	10,035	10,035	0	0.0%	10,120
Low	9,930	9,465	-465	-4.7%	9,800
Close	10,015	9,865	-150	-1.5%	10,015
Range	105	570	465	442.9%	320
ATR	148	178	30	20.4%	0
Volume	7,682	7,292	-390	-5.1%	58,099

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,498	11,252	10,179
R3	10,928	10,682	10,022
R2	10,358	10,358	9,970
R1	10,112	10,112	9,917	9,950
PP	9,788	9,788	9,788	9,708
S1	9,542	9,542	9,813	9,380
S2	9,218	9,218	9,761
S3	8,648	8,972	9,708
S4	8,078	8,402	9,552

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,938	10,797	10,191
R3	10,618	10,477	10,103
R2	10,298	10,298	10,074
R1	10,157	10,157	10,044	10,068
PP	9,978	9,978	9,978	9,934
S1	9,837	9,837	9,986	9,748
S2	9,658	9,658	9,956
S3	9,338	9,517	9,927
S4	9,018	9,197	9,839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,035	9,465	570	5.8%	239	2.4%	70%	True	True	10,553
10	10,255	9,465	790	8.0%	202	2.0%	51%	False	True	10,208
20	10,255	9,345	910	9.2%	170	1.7%	57%	False	False	8,869
40	10,255	9,315	940	9.5%	147	1.5%	59%	False	False	6,863
60	10,255	9,315	940	9.5%	107	1.1%	59%	False	False	4,580
80	10,255	9,315	940	9.5%	80	0.8%	59%	False	False	3,435

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	28
Widest range in 86 trading days

Fibonacci Retracements and Extensions
4.250	12,458
2.618	11,527
1.618	10,957
1.000	10,605
0.618	10,387
HIGH	10,035
0.618	9,817
0.500	9,750
0.382	9,683
LOW	9,465
0.618	9,113
1.000	8,895
1.618	8,543
2.618	7,973
4.250	7,043

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	9,827	9,827
PP	9,788	9,788
S1	9,750	9,750

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols