NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 9,900 9,875 -25 -0.3% 10,075
High 9,980 9,930 -50 -0.5% 10,155
Low 9,865 9,765 -100 -1.0% 9,765
Close 9,870 9,830 -40 -0.4% 9,830
Range 115 165 50 43.5% 390
ATR 151 152 1 0.7% 0
Volume 8,876 8,953 77 0.9% 36,881
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 10,337 10,248 9,921
R3 10,172 10,083 9,876
R2 10,007 10,007 9,860
R1 9,918 9,918 9,845 9,880
PP 9,842 9,842 9,842 9,823
S1 9,753 9,753 9,815 9,715
S2 9,677 9,677 9,800
S3 9,512 9,588 9,785
S4 9,347 9,423 9,739
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 11,087 10,848 10,045
R3 10,697 10,458 9,937
R2 10,307 10,307 9,902
R1 10,068 10,068 9,866 9,993
PP 9,917 9,917 9,917 9,879
S1 9,678 9,678 9,794 9,603
S2 9,527 9,527 9,759
S3 9,137 9,288 9,723
S4 8,747 8,898 9,616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,155 9,765 390 4.0% 126 1.3% 17% False True 7,376
10 10,190 9,465 725 7.4% 166 1.7% 50% False False 8,135
20 10,255 9,465 790 8.0% 163 1.7% 46% False False 9,129
40 10,255 9,315 940 9.6% 157 1.6% 55% False False 8,690
60 10,255 9,315 940 9.6% 121 1.2% 55% False False 5,813
80 10,255 9,315 940 9.6% 94 1.0% 55% False False 4,361
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 30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,631
2.618 10,362
1.618 10,197
1.000 10,095
0.618 10,032
HIGH 9,930
0.618 9,867
0.500 9,848
0.382 9,828
LOW 9,765
0.618 9,663
1.000 9,600
1.618 9,498
2.618 9,333
4.250 9,064
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 9,848 9,925
PP 9,842 9,893
S1 9,836 9,862

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

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