NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 10,010 10,020 10 0.1% 9,695
High 10,010 10,020 10 0.1% 9,945
Low 10,000 10,020 20 0.2% 9,695
Close 10,000 9,970 -30 -0.3% 9,965
Range 10 0 -10 -100.0% 250
ATR 67 64 -3 -5.0% 0
Volume 20 5 -15 -75.0% 24
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 10,003 9,987 9,970
R3 10,003 9,987 9,970
R2 10,003 10,003 9,970
R1 9,987 9,987 9,970 9,995
PP 10,003 10,003 10,003 10,008
S1 9,987 9,987 9,970 9,995
S2 10,003 10,003 9,970
S3 10,003 9,987 9,970
S4 10,003 9,987 9,970
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 10,020 9,695 325 3.3% 50 0.5% 85% True False 9
10 10,020 9,465 555 5.6% 25 0.3% 91% True False 5
20 10,020 9,465 555 5.6% 13 0.1% 91% True False 3
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 True
Stretch 0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,020
2.618 10,020
1.618 10,020
1.000 10,020
0.618 10,020
HIGH 10,020
0.618 10,020
0.500 10,020
0.382 10,020
LOW 10,020
0.618 10,020
1.000 10,020
1.618 10,020
2.618 10,020
4.250 10,020
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 10,020 9,954
PP 10,003 9,938
S1 9,987 9,923

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

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