NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 9,580 9,600 20 0.2% 9,360
High 9,650 9,730 80 0.8% 9,730
Low 9,505 9,585 80 0.8% 9,345
Close 9,590 9,610 20 0.2% 9,610
Range 145 145 0 0.0% 385
ATR 133 134 1 0.7% 0
Volume 8,899 10,396 1,497 16.8% 38,136
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,077 9,988 9,690
R3 9,932 9,843 9,650
R2 9,787 9,787 9,637
R1 9,698 9,698 9,623 9,743
PP 9,642 9,642 9,642 9,664
S1 9,553 9,553 9,597 9,598
S2 9,497 9,497 9,584
S3 9,352 9,408 9,570
S4 9,207 9,263 9,530
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,717 10,548 9,822
R3 10,332 10,163 9,716
R2 9,947 9,947 9,681
R1 9,778 9,778 9,645 9,863
PP 9,562 9,562 9,562 9,604
S1 9,393 9,393 9,575 9,478
S2 9,177 9,177 9,540
S3 8,792 9,008 9,504
S4 8,407 8,623 9,398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,730 9,345 385 4.0% 143 1.5% 69% True False 7,627
10 9,730 9,315 415 4.3% 151 1.6% 71% True False 7,312
20 9,775 9,315 460 4.8% 150 1.6% 64% False False 6,760
40 10,020 9,315 705 7.3% 90 0.9% 42% False False 3,388
60 10,020 9,315 705 7.3% 62 0.6% 42% False False 2,259
Crabel Price Patterns
NR False
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 26
Fibonacci Retracements and Extensions
4.250 10,346
2.618 10,110
1.618 9,965
1.000 9,875
0.618 9,820
HIGH 9,730
0.618 9,675
0.500 9,658
0.382 9,641
LOW 9,585
0.618 9,496
1.000 9,440
1.618 9,351
2.618 9,206
4.250 8,969
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 9,658 9,618
PP 9,642 9,615
S1 9,626 9,613

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

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