NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 26-May-2011

Day Change Summary
	Previous	Current
	25-May-2011	26-May-2011	Change	Change %	Previous Week
Open	9,580	9,550	-30	-0.3%	9,615
High	9,580	9,575	-5	-0.1%	9,690
Low	9,535	9,530	-5	-0.1%	9,565
Close	9,515	9,585	70	0.7%	9,570
Range	45	45	0	0.0%	125
ATR	69	69	-1	-1.0%	0
Volume	7	26	19	271.4%	148

Daily Pivots for day following 26-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,698	9,687	9,610
R3	9,653	9,642	9,598
R2	9,608	9,608	9,593
R1	9,597	9,597	9,589	9,603
PP	9,563	9,563	9,563	9,566
S1	9,552	9,552	9,581	9,558
S2	9,518	9,518	9,577
S3	9,473	9,507	9,573
S4	9,428	9,462	9,560

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,983	9,902	9,639
R3	9,858	9,777	9,605
R2	9,733	9,733	9,593
R1	9,652	9,652	9,582	9,630
PP	9,608	9,608	9,608	9,598
S1	9,527	9,527	9,559	9,505
S2	9,483	9,483	9,547
S3	9,358	9,402	9,536
S4	9,233	9,277	9,501

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,630	9,500	130	1.4%	32	0.3%	65%	False	False	18
10	9,725	9,500	225	2.3%	36	0.4%	38%	False	False	24
20	10,020	9,500	520	5.4%	29	0.3%	16%	False	False	17
40	10,020	9,465	555	5.8%	18	0.2%	22%	False	False	9

Crabel Price Patterns
NR	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	6

Fibonacci Retracements and Extensions
4.250	9,766
2.618	9,693
1.618	9,648
1.000	9,620
0.618	9,603
HIGH	9,575
0.618	9,558
0.500	9,553
0.382	9,547
LOW	9,530
0.618	9,502
1.000	9,485
1.618	9,457
2.618	9,412
4.250	9,339

Fisher Pivots for day following 26-May-2011
Pivot	1 day	3 day
R1	9,574	9,570
PP	9,563	9,555
S1	9,553	9,540

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