NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 9,615 9,475 -140 -1.5% 9,490
High 9,640 9,515 -125 -1.3% 9,640
Low 9,455 9,350 -105 -1.1% 9,350
Close 9,485 9,420 -65 -0.7% 9,450
Range 185 165 -20 -10.8% 290
ATR 125 128 3 2.3% 0
Volume 7,017 8,136 1,119 15.9% 59,542
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 9,923 9,837 9,511
R3 9,758 9,672 9,466
R2 9,593 9,593 9,450
R1 9,507 9,507 9,435 9,468
PP 9,428 9,428 9,428 9,409
S1 9,342 9,342 9,405 9,303
S2 9,263 9,263 9,390
S3 9,098 9,177 9,375
S4 8,933 9,012 9,329
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 3.1% 172 1.8% 24% False True 7,000
10 9,640 9,350 290 3.1% 162 1.7% 24% False True 8,908
20 9,775 9,350 425 4.5% 115 1.2% 16% False True 4,505
40 10,020 9,350 670 7.1% 71 0.8% 10% False True 2,258
60 10,020 9,350 670 7.1% 48 0.5% 10% False True 1,506
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 28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,216
2.618 9,947
1.618 9,782
1.000 9,680
0.618 9,617
HIGH 9,515
0.618 9,452
0.500 9,433
0.382 9,413
LOW 9,350
0.618 9,248
1.000 9,185
1.618 9,083
2.618 8,918
4.250 8,649
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 9,433 9,495
PP 9,428 9,470
S1 9,424 9,445

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

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