NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 9,495 9,715 220 2.3% 9,530
High 9,775 9,715 -60 -0.6% 9,580
Low 9,495 9,585 90 0.9% 9,500
Close 9,760 9,580 -180 -1.8% 9,515
Range 280 130 -150 -53.6% 80
ATR 83 89 7 8.0% 0
Volume 121 318 197 162.8% 117
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,017 9,928 9,652
R3 9,887 9,798 9,616
R2 9,757 9,757 9,604
R1 9,668 9,668 9,592 9,648
PP 9,627 9,627 9,627 9,616
S1 9,538 9,538 9,568 9,518
S2 9,497 9,497 9,556
S3 9,367 9,408 9,544
S4 9,237 9,278 9,509
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% 109 1.1% 30% False False 99
10 9,775 9,495 280 2.9% 64 0.7% 30% False False 63
20 10,020 9,495 525 5.5% 46 0.5% 16% False False 38
40 10,020 9,465 555 5.8% 29 0.3% 21% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,268
2.618 10,055
1.618 9,925
1.000 9,845
0.618 9,795
HIGH 9,715
0.618 9,665
0.500 9,650
0.382 9,635
LOW 9,585
0.618 9,505
1.000 9,455
1.618 9,375
2.618 9,245
4.250 9,033
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 9,650 9,635
PP 9,627 9,617
S1 9,603 9,598

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

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