NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 8,950 8,900 -50 -0.6% 8,650
High 9,000 9,085 85 0.9% 8,870
Low 8,875 8,895 20 0.2% 8,600
Close 8,905 9,030 125 1.4% 8,800
Range 125 190 65 52.0% 270
ATR 223 221 -2 -1.1% 0
Volume 6,438 8,379 1,941 30.1% 51,130
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 9,573 9,492 9,135
R3 9,383 9,302 9,082
R2 9,193 9,193 9,065
R1 9,112 9,112 9,048 9,153
PP 9,003 9,003 9,003 9,024
S1 8,922 8,922 9,013 8,963
S2 8,813 8,813 8,995
S3 8,623 8,732 8,978
S4 8,433 8,542 8,926
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 9,085 8,635 450 5.0% 171 1.9% 88% True False 8,286
10 9,085 8,600 485 5.4% 204 2.3% 89% True False 10,175
20 9,780 8,600 1,180 13.1% 273 3.0% 36% False False 15,548
40 10,255 8,600 1,655 18.3% 227 2.5% 26% False False 12,742
60 10,255 8,600 1,655 18.3% 199 2.2% 26% False False 11,136
80 10,255 8,600 1,655 18.3% 167 1.8% 26% False False 8,756
100 10,255 8,600 1,655 18.3% 136 1.5% 26% False False 7,006
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 36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,893
2.618 9,583
1.618 9,393
1.000 9,275
0.618 9,203
HIGH 9,085
0.618 9,013
0.500 8,990
0.382 8,968
LOW 8,895
0.618 8,778
1.000 8,705
1.618 8,588
2.618 8,398
4.250 8,088
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 9,017 8,994
PP 9,003 8,958
S1 8,990 8,923

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

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