NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 9,615 9,600 -15 -0.2% 9,840
High 9,625 9,600 -25 -0.3% 9,910
Low 9,565 9,575 10 0.1% 9,640
Close 9,560 9,645 85 0.9% 9,620
Range 60 25 -35 -58.3% 270
ATR 77 75 -3 -3.4% 0
Volume 27 46 19 70.4% 41
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 9,682 9,688 9,659
R3 9,657 9,663 9,652
R2 9,632 9,632 9,650
R1 9,638 9,638 9,647 9,635
PP 9,607 9,607 9,607 9,605
S1 9,613 9,613 9,643 9,610
S2 9,582 9,582 9,641
S3 9,557 9,588 9,638
S4 9,532 9,563 9,631
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 9,795 9,565 230 2.4% 42 0.4% 35% False False 17
10 10,020 9,565 455 4.7% 27 0.3% 18% False False 13
20 10,020 9,465 555 5.8% 26 0.3% 32% False False 9
40 10,020 9,400 620 6.4% 13 0.1% 40% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,706
2.618 9,666
1.618 9,641
1.000 9,625
0.618 9,616
HIGH 9,600
0.618 9,591
0.500 9,588
0.382 9,585
LOW 9,575
0.618 9,560
1.000 9,550
1.618 9,535
2.618 9,510
4.250 9,469
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 9,626 9,645
PP 9,607 9,645
S1 9,588 9,645

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

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