NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 8,815 9,080 265 3.0% 9,150
High 9,145 9,125 -20 -0.2% 9,260
Low 8,780 8,860 80 0.9% 8,660
Close 9,080 9,050 -30 -0.3% 9,050
Range 365 265 -100 -27.4% 600
ATR 273 273 -1 -0.2% 0
Volume 18,800 14,896 -3,904 -20.8% 134,588
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,807 9,693 9,196
R3 9,542 9,428 9,123
R2 9,277 9,277 9,099
R1 9,163 9,163 9,074 9,088
PP 9,012 9,012 9,012 8,974
S1 8,898 8,898 9,026 8,823
S2 8,747 8,747 9,002
S3 8,482 8,633 8,977
S4 8,217 8,368 8,904
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,790 10,520 9,380
R3 10,190 9,920 9,215
R2 9,590 9,590 9,160
R1 9,320 9,320 9,105 9,155
PP 8,990 8,990 8,990 8,908
S1 8,720 8,720 8,995 8,555
S2 8,390 8,390 8,940
S3 7,790 8,120 8,885
S4 7,190 7,520 8,720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,260 8,660 600 6.6% 431 4.8% 65% False False 26,917
10 10,050 8,660 1,390 15.4% 367 4.1% 28% False False 22,851
20 10,190 8,660 1,530 16.9% 266 2.9% 25% False False 15,493
40 10,255 8,660 1,595 17.6% 208 2.3% 24% False False 12,176
60 10,255 8,660 1,595 17.6% 177 2.0% 24% False False 9,619
80 10,255 8,660 1,595 17.6% 140 1.5% 24% False False 7,217
100 10,255 8,660 1,595 17.6% 112 1.2% 24% False False 5,774
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 78
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,251
2.618 9,819
1.618 9,554
1.000 9,390
0.618 9,289
HIGH 9,125
0.618 9,024
0.500 8,993
0.382 8,961
LOW 8,860
0.618 8,696
1.000 8,595
1.618 8,431
2.618 8,166
4.250 7,734
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 9,031 9,024
PP 9,012 8,998
S1 8,993 8,973

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.