NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 9,670 9,300 -370 -3.8% 9,880
High 9,780 9,450 -330 -3.4% 10,050
Low 9,290 9,115 -175 -1.9% 9,115
Close 9,295 9,340 45 0.5% 9,340
Range 490 335 -155 -31.6% 935
ATR 190 200 10 5.5% 0
Volume 22,770 30,403 7,633 33.5% 93,927
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,307 10,158 9,524
R3 9,972 9,823 9,432
R2 9,637 9,637 9,402
R1 9,488 9,488 9,371 9,563
PP 9,302 9,302 9,302 9,339
S1 9,153 9,153 9,309 9,228
S2 8,967 8,967 9,279
S3 8,632 8,818 9,248
S4 8,297 8,483 9,156
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 12,307 11,758 9,854
R3 11,372 10,823 9,597
R2 10,437 10,437 9,512
R1 9,888 9,888 9,426 9,695
PP 9,502 9,502 9,502 9,405
S1 8,953 8,953 9,254 8,760
S2 8,567 8,567 9,169
S3 7,632 8,018 9,083
S4 6,697 7,083 8,826
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,050 9,115 935 10.0% 303 3.2% 24% False True 18,785
10 10,155 9,115 1,040 11.1% 215 2.3% 22% False True 13,080
20 10,190 9,115 1,075 11.5% 202 2.2% 21% False True 11,669
40 10,255 9,115 1,140 12.2% 176 1.9% 20% False True 9,686
60 10,255 9,115 1,140 12.2% 145 1.6% 20% False True 7,378
80 10,255 9,115 1,140 12.2% 113 1.2% 20% False True 5,535
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 56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,874
2.618 10,327
1.618 9,992
1.000 9,785
0.618 9,657
HIGH 9,450
0.618 9,322
0.500 9,283
0.382 9,243
LOW 9,115
0.618 8,908
1.000 8,780
1.618 8,573
2.618 8,238
4.250 7,691
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 9,321 9,448
PP 9,302 9,412
S1 9,283 9,376

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

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