NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 9,600 9,625 25 0.3% 9,360
High 9,730 9,690 -40 -0.4% 9,730
Low 9,585 9,585 0 0.0% 9,345
Close 9,610 9,680 70 0.7% 9,610
Range 145 105 -40 -27.6% 385
ATR 134 132 -2 -1.5% 0
Volume 10,396 6,860 -3,536 -34.0% 38,136
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 9,967 9,928 9,738
R3 9,862 9,823 9,709
R2 9,757 9,757 9,699
R1 9,718 9,718 9,690 9,738
PP 9,652 9,652 9,652 9,661
S1 9,613 9,613 9,671 9,633
S2 9,547 9,547 9,661
S3 9,442 9,508 9,651
S4 9,337 9,403 9,622
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 9,395 335 3.5% 144 1.5% 85% False False 8,317
10 9,730 9,315 415 4.3% 153 1.6% 88% False False 7,359
20 9,775 9,315 460 4.8% 153 1.6% 79% False False 7,102
40 10,020 9,315 705 7.3% 90 0.9% 52% False False 3,559
60 10,020 9,315 705 7.3% 64 0.7% 52% False False 2,374
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,136
2.618 9,965
1.618 9,860
1.000 9,795
0.618 9,755
HIGH 9,690
0.618 9,650
0.500 9,638
0.382 9,625
LOW 9,585
0.618 9,520
1.000 9,480
1.618 9,415
2.618 9,310
4.250 9,139
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 9,666 9,659
PP 9,652 9,638
S1 9,638 9,618

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

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