NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 9,110 8,815 -295 -3.2% 9,880
High 9,205 9,145 -60 -0.7% 10,050
Low 8,740 8,780 40 0.5% 9,115
Close 8,815 9,080 265 3.0% 9,340
Range 465 365 -100 -21.5% 935
ATR 266 273 7 2.7% 0
Volume 26,077 18,800 -7,277 -27.9% 93,927
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,097 9,953 9,281
R3 9,732 9,588 9,181
R2 9,367 9,367 9,147
R1 9,223 9,223 9,114 9,295
PP 9,002 9,002 9,002 9,038
S1 8,858 8,858 9,047 8,930
S2 8,637 8,637 9,013
S3 8,272 8,493 8,980
S4 7,907 8,128 8,879
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 9,450 8,660 790 8.7% 445 4.9% 53% False False 30,019
10 10,050 8,660 1,390 15.3% 357 3.9% 30% False False 22,257
20 10,190 8,660 1,530 16.9% 258 2.8% 27% False False 15,132
40 10,255 8,660 1,595 17.6% 205 2.3% 26% False False 12,007
60 10,255 8,660 1,595 17.6% 173 1.9% 26% False False 9,371
80 10,255 8,660 1,595 17.6% 136 1.5% 26% False False 7,031
100 10,255 8,660 1,595 17.6% 109 1.2% 26% False False 5,625
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 79
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,696
2.618 10,101
1.618 9,736
1.000 9,510
0.618 9,371
HIGH 9,145
0.618 9,006
0.500 8,963
0.382 8,920
LOW 8,780
0.618 8,555
1.000 8,415
1.618 8,190
2.618 7,825
4.250 7,229
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 9,041 9,031
PP 9,002 8,982
S1 8,963 8,933

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

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