NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 9,875 9,880 5 0.1% 10,075
High 9,930 10,050 120 1.2% 10,155
Low 9,765 9,750 -15 -0.2% 9,765
Close 9,830 9,825 -5 -0.1% 9,830
Range 165 300 135 81.8% 390
ATR 152 162 11 7.0% 0
Volume 8,953 13,651 4,698 52.5% 36,881
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,775 10,600 9,990
R3 10,475 10,300 9,908
R2 10,175 10,175 9,880
R1 10,000 10,000 9,853 9,938
PP 9,875 9,875 9,875 9,844
S1 9,700 9,700 9,798 9,638
S2 9,575 9,575 9,770
S3 9,275 9,400 9,743
S4 8,975 9,100 9,660
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 9,750 405 4.1% 167 1.7% 19% False True 9,139
10 10,190 9,750 440 4.5% 139 1.4% 17% False True 8,771
20 10,255 9,465 790 8.0% 170 1.7% 46% False False 9,489
40 10,255 9,315 940 9.6% 160 1.6% 54% False False 8,990
60 10,255 9,315 940 9.6% 125 1.3% 54% False False 6,041
80 10,255 9,315 940 9.6% 97 1.0% 54% False False 4,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 11,325
2.618 10,836
1.618 10,536
1.000 10,350
0.618 10,236
HIGH 10,050
0.618 9,936
0.500 9,900
0.382 9,865
LOW 9,750
0.618 9,565
1.000 9,450
1.618 9,265
2.618 8,965
4.250 8,475
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 9,900 9,900
PP 9,875 9,875
S1 9,850 9,850

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

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