NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 9,540 9,625 85 0.9% 9,495
High 9,605 9,630 25 0.3% 9,775
Low 9,540 9,470 -70 -0.7% 9,470
Close 9,590 9,485 -105 -1.1% 9,485
Range 65 160 95 146.2% 305
ATR 88 93 5 5.9% 0
Volume 436 1,636 1,200 275.2% 2,511
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,008 9,907 9,573
R3 9,848 9,747 9,529
R2 9,688 9,688 9,514
R1 9,587 9,587 9,500 9,558
PP 9,528 9,528 9,528 9,514
S1 9,427 9,427 9,470 9,398
S2 9,368 9,368 9,456
S3 9,208 9,267 9,441
S4 9,048 9,107 9,397
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,492 10,293 9,653
R3 10,187 9,988 9,569
R2 9,882 9,882 9,541
R1 9,683 9,683 9,513 9,630
PP 9,577 9,577 9,577 9,550
S1 9,378 9,378 9,457 9,325
S2 9,272 9,272 9,429
S3 8,967 9,073 9,401
S4 8,662 8,768 9,317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,775 9,470 305 3.2% 136 1.4% 5% False True 507
10 9,775 9,470 305 3.2% 84 0.9% 5% False True 262
20 9,910 9,470 440 4.6% 54 0.6% 3% False True 141
40 10,020 9,465 555 5.9% 35 0.4% 4% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 10,310
2.618 10,049
1.618 9,889
1.000 9,790
0.618 9,729
HIGH 9,630
0.618 9,569
0.500 9,550
0.382 9,531
LOW 9,470
0.618 9,371
1.000 9,310
1.618 9,211
2.618 9,051
4.250 8,790
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 9,550 9,593
PP 9,528 9,557
S1 9,507 9,521

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

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