NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 9,040 9,120 80 0.9% 9,150
High 9,165 9,155 -10 -0.1% 9,260
Low 9,040 8,995 -45 -0.5% 8,660
Close 9,145 9,070 -75 -0.8% 9,050
Range 125 160 35 28.0% 600
ATR 262 255 -7 -2.8% 0
Volume 5,549 7,212 1,663 30.0% 134,588
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,553 9,472 9,158
R3 9,393 9,312 9,114
R2 9,233 9,233 9,099
R1 9,152 9,152 9,085 9,113
PP 9,073 9,073 9,073 9,054
S1 8,992 8,992 9,055 8,953
S2 8,913 8,913 9,041
S3 8,753 8,832 9,026
S4 8,593 8,672 8,982
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 8,740 465 5.1% 276 3.0% 71% False False 14,506
10 9,780 8,660 1,120 12.3% 344 3.8% 37% False False 21,610
20 10,190 8,660 1,530 16.9% 245 2.7% 27% False False 15,328
40 10,255 8,660 1,595 17.6% 209 2.3% 26% False False 12,233
60 10,255 8,660 1,595 17.6% 182 2.0% 26% False False 9,831
80 10,255 8,660 1,595 17.6% 143 1.6% 26% False False 7,376
100 10,255 8,660 1,595 17.6% 115 1.3% 26% False False 5,901
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 66
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,835
2.618 9,574
1.618 9,414
1.000 9,315
0.618 9,254
HIGH 9,155
0.618 9,094
0.500 9,075
0.382 9,056
LOW 8,995
0.618 8,896
1.000 8,835
1.618 8,736
2.618 8,576
4.250 8,315
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 9,075 9,051
PP 9,073 9,032
S1 9,072 9,013

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

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