NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 9,425 9,435 10 0.1% 9,490
High 9,485 9,640 155 1.6% 9,640
Low 9,400 9,435 35 0.4% 9,350
Close 9,435 9,615 180 1.9% 9,450
Range 85 205 120 141.2% 290
ATR 113 120 7 5.8% 0
Volume 6,395 6,359 -36 -0.6% 59,542
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,178 10,102 9,728
R3 9,973 9,897 9,672
R2 9,768 9,768 9,653
R1 9,692 9,692 9,634 9,730
PP 9,563 9,563 9,563 9,583
S1 9,487 9,487 9,596 9,525
S2 9,358 9,358 9,578
S3 9,153 9,282 9,559
S4 8,948 9,077 9,502
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,350 10,190 9,610
R3 10,060 9,900 9,530
R2 9,770 9,770 9,503
R1 9,610 9,610 9,477 9,545
PP 9,480 9,480 9,480 9,448
S1 9,320 9,320 9,424 9,255
S2 9,190 9,190 9,397
S3 8,900 9,030 9,370
S4 8,610 8,740 9,291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,640 9,350 290 3.0% 165 1.7% 91% True False 8,556
10 9,715 9,350 365 3.8% 147 1.5% 73% False False 7,468
20 9,775 9,350 425 4.4% 100 1.0% 62% False False 3,752
40 10,020 9,350 670 7.0% 63 0.6% 40% False False 1,879
60 10,020 9,350 670 7.0% 42 0.4% 40% False False 1,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,511
2.618 10,177
1.618 9,972
1.000 9,845
0.618 9,767
HIGH 9,640
0.618 9,562
0.500 9,538
0.382 9,513
LOW 9,435
0.618 9,308
1.000 9,230
1.618 9,103
2.618 8,898
4.250 8,564
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 9,589 9,583
PP 9,563 9,552
S1 9,538 9,520

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

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