NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 9,450 9,400 -50 -0.5% 9,495
High 9,490 9,570 80 0.8% 9,775
Low 9,350 9,395 45 0.5% 9,470
Close 9,405 9,540 135 1.4% 9,485
Range 140 175 35 25.0% 305
ATR 102 108 5 5.1% 0
Volume 9,394 13,537 4,143 44.1% 2,511
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,027 9,958 9,636
R3 9,852 9,783 9,588
R2 9,677 9,677 9,572
R1 9,608 9,608 9,556 9,643
PP 9,502 9,502 9,502 9,519
S1 9,433 9,433 9,524 9,468
S2 9,327 9,327 9,508
S3 9,152 9,258 9,492
S4 8,977 9,083 9,444
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 9,630 9,350 280 2.9% 152 1.6% 68% False False 10,816
10 9,775 9,350 425 4.5% 133 1.4% 45% False False 5,501
20 9,775 9,350 425 4.5% 84 0.9% 45% False False 2,761
40 10,020 9,350 670 7.0% 50 0.5% 28% False False 1,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,314
2.618 10,028
1.618 9,853
1.000 9,745
0.618 9,678
HIGH 9,570
0.618 9,503
0.500 9,483
0.382 9,462
LOW 9,395
0.618 9,287
1.000 9,220
1.618 9,112
2.618 8,937
4.250 8,651
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 9,521 9,513
PP 9,502 9,487
S1 9,483 9,460

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

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