NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 9,625 9,695 70 0.7% 9,360
High 9,690 9,795 105 1.1% 9,730
Low 9,585 9,645 60 0.6% 9,345
Close 9,680 9,785 105 1.1% 9,610
Range 105 150 45 42.9% 385
ATR 132 133 1 1.0% 0
Volume 6,860 4,226 -2,634 -38.4% 38,136
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,192 10,138 9,868
R3 10,042 9,988 9,826
R2 9,892 9,892 9,813
R1 9,838 9,838 9,799 9,865
PP 9,742 9,742 9,742 9,755
S1 9,688 9,688 9,771 9,715
S2 9,592 9,592 9,758
S3 9,442 9,538 9,744
S4 9,292 9,388 9,703
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 9,795 9,505 290 3.0% 140 1.4% 97% True False 7,565
10 9,795 9,315 480 4.9% 147 1.5% 98% True False 7,146
20 9,795 9,315 480 4.9% 147 1.5% 98% True False 7,307
40 10,020 9,315 705 7.2% 93 0.9% 67% False False 3,664
60 10,020 9,315 705 7.2% 66 0.7% 67% False False 2,444
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 33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,433
2.618 10,188
1.618 10,038
1.000 9,945
0.618 9,888
HIGH 9,795
0.618 9,738
0.500 9,720
0.382 9,702
LOW 9,645
0.618 9,552
1.000 9,495
1.618 9,402
2.618 9,252
4.250 9,008
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 9,763 9,753
PP 9,742 9,722
S1 9,720 9,690

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

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