NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 8,650 8,700 50 0.6% 9,040
High 8,780 8,850 70 0.8% 9,165
Low 8,600 8,650 50 0.6% 8,600
Close 8,670 8,840 170 2.0% 8,635
Range 180 200 20 11.1% 565
ATR 247 243 -3 -1.3% 0
Volume 9,137 10,693 1,556 17.0% 52,107
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,380 9,310 8,950
R3 9,180 9,110 8,895
R2 8,980 8,980 8,877
R1 8,910 8,910 8,858 8,945
PP 8,780 8,780 8,780 8,798
S1 8,710 8,710 8,822 8,745
S2 8,580 8,580 8,803
S3 8,380 8,510 8,785
S4 8,180 8,310 8,730
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 10,495 10,130 8,946
R3 9,930 9,565 8,791
R2 9,365 9,365 8,739
R1 9,000 9,000 8,687 8,900
PP 8,800 8,800 8,800 8,750
S1 8,435 8,435 8,583 8,335
S2 8,235 8,235 8,532
S3 7,670 7,870 8,480
S4 7,105 7,305 8,324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,150 8,600 550 6.2% 219 2.5% 44% False False 11,835
10 9,205 8,600 605 6.8% 248 2.8% 40% False False 13,171
20 10,085 8,600 1,485 16.8% 275 3.1% 16% False False 16,329
40 10,255 8,600 1,655 18.7% 218 2.5% 15% False False 12,672
60 10,255 8,600 1,655 18.7% 197 2.2% 15% False False 10,815
80 10,255 8,600 1,655 18.7% 154 1.7% 15% False False 8,116
100 10,255 8,600 1,655 18.7% 125 1.4% 15% False False 6,493
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 40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,700
2.618 9,374
1.618 9,174
1.000 9,050
0.618 8,974
HIGH 8,850
0.618 8,774
0.500 8,750
0.382 8,727
LOW 8,650
0.618 8,527
1.000 8,450
1.618 8,327
2.618 8,127
4.250 7,800
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 8,810 8,802
PP 8,780 8,763
S1 8,750 8,725

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

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