NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 8,700 8,860 160 1.8% 9,040
High 8,850 8,860 10 0.1% 9,165
Low 8,650 8,625 -25 -0.3% 8,600
Close 8,840 8,775 -65 -0.7% 8,635
Range 200 235 35 17.5% 565
ATR 243 243 -1 -0.2% 0
Volume 10,693 9,845 -848 -7.9% 52,107
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,458 9,352 8,904
R3 9,223 9,117 8,840
R2 8,988 8,988 8,818
R1 8,882 8,882 8,797 8,818
PP 8,753 8,753 8,753 8,721
S1 8,647 8,647 8,754 8,583
S2 8,518 8,518 8,732
S3 8,283 8,412 8,711
S4 8,048 8,177 8,646
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 9,050 8,600 450 5.1% 237 2.7% 39% False False 12,064
10 9,165 8,600 565 6.4% 225 2.6% 31% False False 11,547
20 10,050 8,600 1,450 16.5% 278 3.2% 12% False False 16,406
40 10,255 8,600 1,655 18.9% 220 2.5% 11% False False 12,813
60 10,255 8,600 1,655 18.9% 196 2.2% 11% False False 10,977
80 10,255 8,600 1,655 18.9% 157 1.8% 11% False False 8,239
100 10,255 8,600 1,655 18.9% 128 1.5% 11% False False 6,591
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,859
2.618 9,475
1.618 9,240
1.000 9,095
0.618 9,005
HIGH 8,860
0.618 8,770
0.500 8,743
0.382 8,715
LOW 8,625
0.618 8,480
1.000 8,390
1.618 8,245
2.618 8,010
4.250 7,626
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 8,764 8,760
PP 8,753 8,745
S1 8,743 8,730

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

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