NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 9,550 9,495 -55 -0.6% 9,530
High 9,575 9,775 200 2.1% 9,580
Low 9,530 9,495 -35 -0.4% 9,500
Close 9,515 9,760 245 2.6% 9,515
Range 45 280 235 522.2% 80
ATR 68 83 15 22.4% 0
Volume 26 121 95 365.4% 117
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 10,517 10,418 9,914
R3 10,237 10,138 9,837
R2 9,957 9,957 9,811
R1 9,858 9,858 9,786 9,908
PP 9,677 9,677 9,677 9,701
S1 9,578 9,578 9,734 9,628
S2 9,397 9,397 9,709
S3 9,117 9,298 9,683
S4 8,837 9,018 9,606
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 9,772 9,723 9,559
R3 9,692 9,643 9,537
R2 9,612 9,612 9,530
R1 9,563 9,563 9,522 9,548
PP 9,532 9,532 9,532 9,524
S1 9,483 9,483 9,508 9,468
S2 9,452 9,452 9,500
S3 9,372 9,403 9,493
S4 9,292 9,323 9,471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,775 9,495 280 2.9% 86 0.9% 95% True True 44
10 9,775 9,495 280 2.9% 54 0.5% 95% True True 35
20 10,020 9,495 525 5.4% 39 0.4% 50% False True 22
40 10,020 9,465 555 5.7% 26 0.3% 53% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 10,965
2.618 10,508
1.618 10,228
1.000 10,055
0.618 9,948
HIGH 9,775
0.618 9,668
0.500 9,635
0.382 9,602
LOW 9,495
0.618 9,322
1.000 9,215
1.618 9,042
2.618 8,762
4.250 8,305
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 9,718 9,718
PP 9,677 9,677
S1 9,635 9,635

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

View Archives - Comment on this page... - Back to Index of Symbols