NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 9,080 9,040 -40 -0.4% 9,150
High 9,125 9,165 40 0.4% 9,260
Low 8,860 9,040 180 2.0% 8,660
Close 9,050 9,145 95 1.0% 9,050
Range 265 125 -140 -52.8% 600
ATR 273 262 -11 -3.9% 0
Volume 14,896 5,549 -9,347 -62.7% 134,588
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,492 9,443 9,214
R3 9,367 9,318 9,180
R2 9,242 9,242 9,168
R1 9,193 9,193 9,157 9,218
PP 9,117 9,117 9,117 9,129
S1 9,068 9,068 9,134 9,093
S2 8,992 8,992 9,122
S3 8,867 8,943 9,111
S4 8,742 8,818 9,076
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 9,205 8,660 545 6.0% 345 3.8% 89% False False 20,496
10 9,885 8,660 1,225 13.4% 350 3.8% 40% False False 22,041
20 10,190 8,660 1,530 16.7% 244 2.7% 32% False False 15,406
40 10,255 8,660 1,595 17.4% 207 2.3% 30% False False 12,137
60 10,255 8,660 1,595 17.4% 179 2.0% 30% False False 9,711
80 10,255 8,660 1,595 17.4% 141 1.5% 30% False False 7,286
100 10,255 8,660 1,595 17.4% 113 1.2% 30% False False 5,829
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 65
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 9,696
2.618 9,492
1.618 9,367
1.000 9,290
0.618 9,242
HIGH 9,165
0.618 9,117
0.500 9,103
0.382 9,088
LOW 9,040
0.618 8,963
1.000 8,915
1.618 8,838
2.618 8,713
4.250 8,509
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 9,131 9,088
PP 9,117 9,030
S1 9,103 8,973

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

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