NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 9,725 9,615 -110 -1.1% 9,840
High 9,725 9,625 -100 -1.0% 9,910
Low 9,640 9,565 -75 -0.8% 9,640
Close 9,620 9,560 -60 -0.6% 9,620
Range 85 60 -25 -29.4% 270
ATR 79 77 -1 -1.7% 0
Volume 9 27 18 200.0% 41
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 9,763 9,722 9,593
R3 9,703 9,662 9,577
R2 9,643 9,643 9,571
R1 9,602 9,602 9,566 9,593
PP 9,583 9,583 9,583 9,579
S1 9,542 9,542 9,555 9,533
S2 9,523 9,523 9,549
S3 9,463 9,482 9,544
S4 9,403 9,422 9,527
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 10,533 10,347 9,769
R3 10,263 10,077 9,694
R2 9,993 9,993 9,670
R1 9,807 9,807 9,645 9,765
PP 9,723 9,723 9,723 9,703
S1 9,537 9,537 9,595 9,495
S2 9,453 9,453 9,571
S3 9,183 9,267 9,546
S4 8,913 8,997 9,472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,910 9,565 345 3.6% 37 0.4% -1% False True 13
10 10,020 9,565 455 4.8% 25 0.3% -1% False True 9
20 10,020 9,465 555 5.8% 25 0.3% 17% False False 6
40 10,020 9,400 620 6.5% 13 0.1% 26% False False 4
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 1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,880
2.618 9,782
1.618 9,722
1.000 9,685
0.618 9,662
HIGH 9,625
0.618 9,602
0.500 9,595
0.382 9,588
LOW 9,565
0.618 9,528
1.000 9,505
1.618 9,468
2.618 9,408
4.250 9,310
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 9,595 9,658
PP 9,583 9,625
S1 9,572 9,593

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

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