NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 9,490 9,395 -95 -1.0% 9,495
High 9,515 9,515 0 0.0% 9,775
Low 9,360 9,385 25 0.3% 9,470
Close 9,395 9,440 45 0.5% 9,485
Range 155 130 -25 -16.1% 305
ATR 97 100 2 2.4% 0
Volume 15,908 13,608 -2,300 -14.5% 2,511
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 9,837 9,768 9,512
R3 9,707 9,638 9,476
R2 9,577 9,577 9,464
R1 9,508 9,508 9,452 9,543
PP 9,447 9,447 9,447 9,464
S1 9,378 9,378 9,428 9,413
S2 9,317 9,317 9,416
S3 9,187 9,248 9,404
S4 9,057 9,118 9,369
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 9,715 9,360 355 3.8% 128 1.4% 23% False False 6,381
10 9,775 9,360 415 4.4% 107 1.1% 19% False False 3,212
20 9,910 9,360 550 5.8% 68 0.7% 15% False False 1,616
40 10,020 9,360 660 7.0% 42 0.4% 12% False False 810
Crabel Price Patterns
NR True
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 False
Bear Hook False
Bull Hook False
Stretch 8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,068
2.618 9,855
1.618 9,725
1.000 9,645
0.618 9,595
HIGH 9,515
0.618 9,465
0.500 9,450
0.382 9,435
LOW 9,385
0.618 9,305
1.000 9,255
1.618 9,175
2.618 9,045
4.250 8,833
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 9,450 9,495
PP 9,447 9,477
S1 9,443 9,458

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

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