NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 10,000 9,995 -5 -0.1% 9,625
High 10,030 10,100 70 0.7% 10,020
Low 9,965 9,990 25 0.3% 9,585
Close 10,015 10,070 55 0.5% 10,000
Range 65 110 45 69.2% 435
ATR 130 128 -1 -1.1% 0
Volume 8,828 9,345 517 5.9% 37,173
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,383 10,337 10,131
R3 10,273 10,227 10,100
R2 10,163 10,163 10,090
R1 10,117 10,117 10,080 10,140
PP 10,053 10,053 10,053 10,065
S1 10,007 10,007 10,060 10,030
S2 9,943 9,943 10,050
S3 9,833 9,897 10,040
S4 9,723 9,787 10,010
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 10,100 9,755 345 3.4% 119 1.2% 91% True False 8,852
10 10,100 9,505 595 5.9% 130 1.3% 95% True False 8,208
20 10,100 9,315 785 7.8% 145 1.4% 96% True False 7,925
40 10,100 9,315 785 7.8% 106 1.1% 96% True False 4,770
60 10,100 9,315 785 7.8% 76 0.8% 96% True False 3,181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,568
2.618 10,388
1.618 10,278
1.000 10,210
0.618 10,168
HIGH 10,100
0.618 10,058
0.500 10,045
0.382 10,032
LOW 9,990
0.618 9,922
1.000 9,880
1.618 9,812
2.618 9,702
4.250 9,523
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 10,062 10,039
PP 10,053 10,008
S1 10,045 9,978

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

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