NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 9,995 10,080 85 0.9% 9,625
High 10,100 10,220 120 1.2% 10,020
Low 9,990 10,050 60 0.6% 9,585
Close 10,070 10,220 150 1.5% 10,000
Range 110 170 60 54.5% 435
ATR 128 131 3 2.3% 0
Volume 9,345 7,640 -1,705 -18.2% 37,173
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,673 10,617 10,314
R3 10,503 10,447 10,267
R2 10,333 10,333 10,251
R1 10,277 10,277 10,236 10,305
PP 10,163 10,163 10,163 10,178
S1 10,107 10,107 10,205 10,135
S2 9,993 9,993 10,189
S3 9,823 9,937 10,173
S4 9,653 9,767 10,127
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 10,220 9,805 415 4.1% 129 1.3% 100% True False 8,363
10 10,220 9,505 715 7.0% 131 1.3% 100% True False 8,228
20 10,220 9,315 905 8.9% 146 1.4% 100% True False 7,837
40 10,220 9,315 905 8.9% 111 1.1% 100% True False 4,961
60 10,220 9,315 905 8.9% 79 0.8% 100% True False 3,309
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 10,943
2.618 10,665
1.618 10,495
1.000 10,390
0.618 10,325
HIGH 10,220
0.618 10,155
0.500 10,135
0.382 10,115
LOW 10,050
0.618 9,945
1.000 9,880
1.618 9,775
2.618 9,605
4.250 9,328
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 10,192 10,178
PP 10,163 10,135
S1 10,135 10,093

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

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