NIKKEI 225 Index Future (Globex) September 2011

Trading Metrics calculated at close of trading on 26-Jul-2011

Day Change Summary
	Previous	Current
	25-Jul-2011	26-Jul-2011	Change	Change %	Previous Week
Open	10,075	10,080	5	0.0%	9,985
High	10,150	10,155	5	0.0%	10,190
Low	10,055	10,065	10	0.1%	9,465
Close	10,090	10,070	-20	-0.2%	10,150
Range	95	90	-5	-5.3%	725
ATR	157	152	-5	-3.1%	0
Volume	4,834	5,912	1,078	22.3%	44,476

Daily Pivots for day following 26-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,367	10,308	10,120
R3	10,277	10,218	10,095
R2	10,187	10,187	10,087
R1	10,128	10,128	10,078	10,113
PP	10,097	10,097	10,097	10,089
S1	10,038	10,038	10,062	10,023
S2	10,007	10,007	10,054
S3	9,917	9,948	10,045
S4	9,827	9,858	10,021

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	12,110	11,855	10,549
R3	11,385	11,130	10,350
R2	10,660	10,660	10,283
R1	10,405	10,405	10,217	10,533
PP	9,935	9,935	9,935	9,999
S1	9,680	9,680	10,084	9,808
S2	9,210	9,210	10,017
S3	8,485	8,955	9,951
S4	7,760	8,230	9,751

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,190	9,990	200	2.0%	99	1.0%	40%	False	False	7,833
10	10,190	9,465	725	7.2%	165	1.6%	83%	False	False	8,279
20	10,255	9,465	790	7.8%	161	1.6%	77%	False	False	9,016
40	10,255	9,315	940	9.3%	157	1.6%	80%	False	False	8,059
60	10,255	9,315	940	9.3%	113	1.1%	80%	False	False	5,378
80	10,255	9,315	940	9.3%	88	0.9%	80%	False	False	4,034

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,538
2.618	10,391
1.618	10,301
1.000	10,245
0.618	10,211
HIGH	10,155
0.618	10,121
0.500	10,110
0.382	10,100
LOW	10,065
0.618	10,010
1.000	9,975
1.618	9,920
2.618	9,830
4.250	9,683

Fisher Pivots for day following 26-Jul-2011
Pivot	1 day	3 day
R1	10,110	10,123
PP	10,097	10,105
S1	10,083	10,088

Download as Excel Spreadsheet

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

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