NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 9,360 9,445 85 0.9% 9,425
High 9,445 9,565 120 1.3% 9,640
Low 9,345 9,395 50 0.5% 9,315
Close 9,445 9,540 95 1.0% 9,380
Range 100 170 70 70.0% 325
ATR 127 130 3 2.4% 0
Volume 3,409 7,988 4,579 134.3% 34,992
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,010 9,945 9,634
R3 9,840 9,775 9,587
R2 9,670 9,670 9,571
R1 9,605 9,605 9,556 9,638
PP 9,500 9,500 9,500 9,516
S1 9,435 9,435 9,525 9,468
S2 9,330 9,330 9,509
S3 9,160 9,265 9,493
S4 8,990 9,095 9,447
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,420 10,225 9,559
R3 10,095 9,900 9,470
R2 9,770 9,770 9,440
R1 9,575 9,575 9,410 9,510
PP 9,445 9,445 9,445 9,413
S1 9,250 9,250 9,350 9,185
S2 9,120 9,120 9,321
S3 8,795 8,925 9,291
S4 8,470 8,600 9,201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,640 9,315 325 3.4% 154 1.6% 69% False False 6,727
10 9,640 9,315 325 3.4% 160 1.7% 69% False False 7,641
20 9,775 9,315 460 4.8% 133 1.4% 49% False False 5,427
40 10,020 9,315 705 7.4% 82 0.9% 32% False False 2,720
60 10,020 9,315 705 7.4% 55 0.6% 32% False False 1,814
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,288
2.618 10,010
1.618 9,840
1.000 9,735
0.618 9,670
HIGH 9,565
0.618 9,500
0.500 9,480
0.382 9,460
LOW 9,395
0.618 9,290
1.000 9,225
1.618 9,120
2.618 8,950
4.250 8,673
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 9,520 9,507
PP 9,500 9,473
S1 9,480 9,440

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

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