NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 8,745 8,785 40 0.5% 8,650
High 8,820 8,965 145 1.6% 8,870
Low 8,635 8,760 125 1.4% 8,600
Close 8,800 8,950 150 1.7% 8,800
Range 185 205 20 10.8% 270
ATR 232 230 -2 -0.8% 0
Volume 10,794 5,162 -5,632 -52.2% 51,130
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,507 9,433 9,063
R3 9,302 9,228 9,007
R2 9,097 9,097 8,988
R1 9,023 9,023 8,969 9,060
PP 8,892 8,892 8,892 8,910
S1 8,818 8,818 8,931 8,855
S2 8,687 8,687 8,913
S3 8,482 8,613 8,894
S4 8,277 8,408 8,837
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,567 9,453 8,949
R3 9,297 9,183 8,874
R2 9,027 9,027 8,850
R1 8,913 8,913 8,825 8,970
PP 8,757 8,757 8,757 8,785
S1 8,643 8,643 8,775 8,700
S2 8,487 8,487 8,751
S3 8,217 8,373 8,726
S4 7,947 8,103 8,652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 8,965 8,625 340 3.8% 195 2.2% 96% True False 9,431
10 9,155 8,600 555 6.2% 203 2.3% 63% False False 10,285
20 9,885 8,600 1,285 14.4% 276 3.1% 27% False False 16,163
40 10,255 8,600 1,655 18.5% 223 2.5% 21% False False 12,826
60 10,255 8,600 1,655 18.5% 199 2.2% 21% False False 11,381
80 10,255 8,600 1,655 18.5% 163 1.8% 21% False False 8,571
100 10,255 8,600 1,655 18.5% 133 1.5% 21% False False 6,857
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 37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,836
2.618 9,502
1.618 9,297
1.000 9,170
0.618 9,092
HIGH 8,965
0.618 8,887
0.500 8,863
0.382 8,838
LOW 8,760
0.618 8,633
1.000 8,555
1.618 8,428
2.618 8,223
4.250 7,889
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 8,921 8,900
PP 8,892 8,850
S1 8,863 8,800

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

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