NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 9,825 10,010 185 1.9% 9,695
High 9,945 10,010 65 0.7% 9,945
Low 9,825 10,000 175 1.8% 9,695
Close 9,965 10,000 35 0.4% 9,965
Range 120 10 -110 -91.7% 250
ATR 69 67 -2 -2.5% 0
Volume 20 20 0 0.0% 24
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 10,033 10,027 10,006
R3 10,023 10,017 10,003
R2 10,013 10,013 10,002
R1 10,007 10,007 10,001 10,005
PP 10,003 10,003 10,003 10,003
S1 9,997 9,997 9,999 9,995
S2 9,993 9,993 9,998
S3 9,983 9,987 9,997
S4 9,973 9,977 9,995
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,618 10,542 10,103
R3 10,368 10,292 10,034
R2 10,118 10,118 10,011
R1 10,042 10,042 9,988 10,080
PP 9,868 9,868 9,868 9,888
S1 9,792 9,792 9,942 9,830
S2 9,618 9,618 9,919
S3 9,368 9,542 9,896
S4 9,118 9,292 9,828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,010 9,695 315 3.2% 50 0.5% 97% True False 8
10 10,010 9,465 545 5.5% 25 0.3% 98% True False 4
20 10,010 9,465 545 5.5% 13 0.1% 98% True False 3
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 0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,053
2.618 10,036
1.618 10,026
1.000 10,020
0.618 10,016
HIGH 10,010
0.618 10,006
0.500 10,005
0.382 10,004
LOW 10,000
0.618 9,994
1.000 9,990
1.618 9,984
2.618 9,974
4.250 9,958
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 10,005 9,973
PP 10,003 9,945
S1 10,002 9,918

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

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