NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 9,875 10,000 125 1.3% 9,625
High 10,020 10,030 10 0.1% 10,020
Low 9,855 9,965 110 1.1% 9,585
Close 10,000 10,015 15 0.2% 10,000
Range 165 65 -100 -60.6% 435
ATR 135 130 -5 -3.7% 0
Volume 6,440 8,828 2,388 37.1% 37,173
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,198 10,172 10,051
R3 10,133 10,107 10,033
R2 10,068 10,068 10,027
R1 10,042 10,042 10,021 10,055
PP 10,003 10,003 10,003 10,010
S1 9,977 9,977 10,009 9,990
S2 9,938 9,938 10,003
S3 9,873 9,912 9,997
S4 9,808 9,847 9,979
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 11,173 11,022 10,239
R3 10,738 10,587 10,120
R2 10,303 10,303 10,080
R1 10,152 10,152 10,040 10,228
PP 9,868 9,868 9,868 9,906
S1 9,717 9,717 9,960 9,793
S2 9,433 9,433 9,920
S3 8,998 9,282 9,881
S4 8,563 8,847 9,761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,030 9,645 385 3.8% 127 1.3% 96% True False 7,828
10 10,030 9,395 635 6.3% 136 1.4% 98% True False 8,072
20 10,030 9,315 715 7.1% 146 1.5% 98% True False 8,138
40 10,030 9,315 715 7.1% 104 1.0% 98% True False 4,537
60 10,030 9,315 715 7.1% 74 0.7% 98% True False 3,026
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 38
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 10,306
2.618 10,200
1.618 10,135
1.000 10,095
0.618 10,070
HIGH 10,030
0.618 10,005
0.500 9,998
0.382 9,990
LOW 9,965
0.618 9,925
1.000 9,900
1.618 9,860
2.618 9,795
4.250 9,689
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 10,009 9,983
PP 10,003 9,950
S1 9,998 9,918

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

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