NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 9,445 9,530 85 0.9% 9,425
High 9,565 9,665 100 1.0% 9,640
Low 9,395 9,510 115 1.2% 9,315
Close 9,540 9,580 40 0.4% 9,380
Range 170 155 -15 -8.8% 325
ATR 130 132 2 1.4% 0
Volume 7,988 7,444 -544 -6.8% 34,992
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,050 9,970 9,665
R3 9,895 9,815 9,623
R2 9,740 9,740 9,609
R1 9,660 9,660 9,594 9,700
PP 9,585 9,585 9,585 9,605
S1 9,505 9,505 9,566 9,545
S2 9,430 9,430 9,552
S3 9,275 9,350 9,538
S4 9,120 9,195 9,495
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 9,665 9,315 350 3.7% 148 1.5% 76% True False 6,812
10 9,665 9,315 350 3.7% 161 1.7% 76% True False 7,446
20 9,775 9,315 460 4.8% 140 1.5% 58% False False 5,797
40 10,020 9,315 705 7.4% 86 0.9% 38% False False 2,906
60 10,020 9,315 705 7.4% 57 0.6% 38% False False 1,938
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 2 trading days
Fibonacci Retracements and Extensions
4.250 10,324
2.618 10,071
1.618 9,916
1.000 9,820
0.618 9,761
HIGH 9,665
0.618 9,606
0.500 9,588
0.382 9,569
LOW 9,510
0.618 9,414
1.000 9,355
1.618 9,259
2.618 9,104
4.250 8,851
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 9,588 9,555
PP 9,585 9,530
S1 9,583 9,505

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

View Archives - Comment on this page... - Back to Index of Symbols