NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 9,915 9,820 -95 -1.0% 10,000
High 9,985 10,035 50 0.5% 10,255
Low 9,800 9,820 20 0.2% 9,965
Close 9,835 9,950 115 1.2% 10,070
Range 185 215 30 16.2% 290
ATR 149 153 5 3.2% 0
Volume 17,904 10,837 -7,067 -39.5% 36,689
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,580 10,480 10,068
R3 10,365 10,265 10,009
R2 10,150 10,150 9,990
R1 10,050 10,050 9,970 10,100
PP 9,935 9,935 9,935 9,960
S1 9,835 9,835 9,930 9,885
S2 9,720 9,720 9,911
S3 9,505 9,620 9,891
S4 9,290 9,405 9,832
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% 209 2.1% 33% False False 11,976
10 10,255 9,755 500 5.0% 164 1.6% 39% False False 10,414
20 10,255 9,315 940 9.4% 156 1.6% 68% False False 8,780
40 10,255 9,315 940 9.4% 128 1.3% 68% False False 6,266
60 10,255 9,315 940 9.4% 94 0.9% 68% False False 4,179
80 10,255 9,315 940 9.4% 70 0.7% 68% False False 3,135
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,949
2.618 10,598
1.618 10,383
1.000 10,250
0.618 10,168
HIGH 10,035
0.618 9,953
0.500 9,928
0.382 9,902
LOW 9,820
0.618 9,687
1.000 9,605
1.618 9,472
2.618 9,257
4.250 8,906
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 9,943 9,960
PP 9,935 9,957
S1 9,928 9,953

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

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