NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 9,530 9,580 50 0.5% 9,425
High 9,665 9,650 -15 -0.2% 9,640
Low 9,510 9,505 -5 -0.1% 9,315
Close 9,580 9,590 10 0.1% 9,380
Range 155 145 -10 -6.5% 325
ATR 132 133 1 0.7% 0
Volume 7,444 8,899 1,455 19.5% 34,992
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,017 9,948 9,670
R3 9,872 9,803 9,630
R2 9,727 9,727 9,617
R1 9,658 9,658 9,603 9,693
PP 9,582 9,582 9,582 9,599
S1 9,513 9,513 9,577 9,548
S2 9,437 9,437 9,564
S3 9,292 9,368 9,550
S4 9,147 9,223 9,510
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 3.6% 144 1.5% 79% False False 6,965
10 9,665 9,315 350 3.6% 158 1.6% 79% False False 6,982
20 9,775 9,315 460 4.8% 145 1.5% 60% False False 6,241
40 10,020 9,315 705 7.4% 89 0.9% 39% False False 3,128
60 10,020 9,315 705 7.4% 60 0.6% 39% False False 2,086
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 35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,266
2.618 10,030
1.618 9,885
1.000 9,795
0.618 9,740
HIGH 9,650
0.618 9,595
0.500 9,578
0.382 9,561
LOW 9,505
0.618 9,416
1.000 9,360
1.618 9,271
2.618 9,126
4.250 8,889
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 9,586 9,570
PP 9,582 9,550
S1 9,578 9,530

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

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