NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 10,085 9,915 -170 -1.7% 10,000
High 10,120 9,985 -135 -1.3% 10,255
Low 9,880 9,800 -80 -0.8% 9,965
Close 9,930 9,835 -95 -1.0% 10,070
Range 240 185 -55 -22.9% 290
ATR 146 149 3 1.9% 0
Volume 12,625 17,904 5,279 41.8% 36,689
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,428 10,317 9,937
R3 10,243 10,132 9,886
R2 10,058 10,058 9,869
R1 9,947 9,947 9,852 9,910
PP 9,873 9,873 9,873 9,855
S1 9,762 9,762 9,818 9,725
S2 9,688 9,688 9,801
S3 9,503 9,577 9,784
S4 9,318 9,392 9,733
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,967 10,808 10,230
R3 10,677 10,518 10,150
R2 10,387 10,387 10,123
R1 10,228 10,228 10,097 10,308
PP 10,097 10,097 10,097 10,136
S1 9,938 9,938 10,044 10,018
S2 9,807 9,807 10,017
S3 9,517 9,648 9,990
S4 9,227 9,358 9,911
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,255 9,800 455 4.6% 188 1.9% 8% False True 11,678
10 10,255 9,645 610 6.2% 158 1.6% 31% False False 9,753
20 10,255 9,315 940 9.6% 155 1.6% 55% False False 8,556
40 10,255 9,315 940 9.6% 124 1.3% 55% False False 5,995
60 10,255 9,315 940 9.6% 90 0.9% 55% False False 3,999
80 10,255 8,925 1,330 13.5% 72 0.7% 68% False False 3,000
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 3 trading days
Fibonacci Retracements and Extensions
4.250 10,771
2.618 10,469
1.618 10,284
1.000 10,170
0.618 10,099
HIGH 9,985
0.618 9,914
0.500 9,893
0.382 9,871
LOW 9,800
0.618 9,686
1.000 9,615
1.618 9,501
2.618 9,316
4.250 9,014
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 9,893 10,028
PP 9,873 9,963
S1 9,854 9,899

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

View Archives - Comment on this page... - Back to Index of Symbols