NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 9,695 9,780 85 0.9% 9,360
High 9,795 9,875 80 0.8% 9,730
Low 9,645 9,755 110 1.1% 9,345
Close 9,785 9,870 85 0.9% 9,610
Range 150 120 -30 -20.0% 385
ATR 133 132 -1 -0.7% 0
Volume 4,226 10,081 5,855 138.5% 38,136
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,193 10,152 9,936
R3 10,073 10,032 9,903
R2 9,953 9,953 9,892
R1 9,912 9,912 9,881 9,933
PP 9,833 9,833 9,833 9,844
S1 9,792 9,792 9,859 9,813
S2 9,713 9,713 9,848
S3 9,593 9,672 9,837
S4 9,473 9,552 9,804
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 9,875 9,505 370 3.7% 133 1.3% 99% True False 8,092
10 9,875 9,315 560 5.7% 141 1.4% 99% True False 7,452
20 9,875 9,315 560 5.7% 146 1.5% 99% True False 7,795
40 10,020 9,315 705 7.1% 96 1.0% 79% False False 3,916
60 10,020 9,315 705 7.1% 68 0.7% 79% False False 2,612
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 33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,385
2.618 10,189
1.618 10,069
1.000 9,995
0.618 9,949
HIGH 9,875
0.618 9,829
0.500 9,815
0.382 9,801
LOW 9,755
0.618 9,681
1.000 9,635
1.618 9,561
2.618 9,441
4.250 9,245
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 9,852 9,823
PP 9,833 9,777
S1 9,815 9,730

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

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