NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 9,150 8,725 -425 -4.6% 9,880
High 9,260 9,165 -95 -1.0% 10,050
Low 8,705 8,660 -45 -0.5% 9,115
Close 8,745 9,125 380 4.3% 9,340
Range 555 505 -50 -9.0% 935
ATR 231 251 20 8.5% 0
Volume 37,654 37,161 -493 -1.3% 93,927
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,498 10,317 9,403
R3 9,993 9,812 9,264
R2 9,488 9,488 9,218
R1 9,307 9,307 9,171 9,398
PP 8,983 8,983 8,983 9,029
S1 8,802 8,802 9,079 8,893
S2 8,478 8,478 9,033
S3 7,973 8,297 8,986
S4 7,468 7,792 8,847
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 9,780 8,660 1,120 12.3% 411 4.5% 42% False True 28,715
10 10,085 8,660 1,425 15.6% 302 3.3% 33% False True 19,487
20 10,190 8,660 1,530 16.8% 234 2.6% 30% False True 13,883
40 10,255 8,660 1,595 17.5% 194 2.1% 29% False True 11,219
60 10,255 8,660 1,595 17.5% 161 1.8% 29% False True 8,625
80 10,255 8,660 1,595 17.5% 126 1.4% 29% False True 6,470
100 10,255 8,660 1,595 17.5% 104 1.1% 29% False True 5,176
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 70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,311
2.618 10,487
1.618 9,982
1.000 9,670
0.618 9,477
HIGH 9,165
0.618 8,972
0.500 8,913
0.382 8,853
LOW 8,660
0.618 8,348
1.000 8,155
1.618 7,843
2.618 7,338
4.250 6,514
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 9,054 9,102
PP 8,983 9,078
S1 8,913 9,055

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

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