NIKKEI 225 Index Future (Globex) September 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 9,020 8,795 -225 -2.5% 8,785
High 9,025 8,845 -180 -2.0% 9,105
Low 8,800 8,590 -210 -2.4% 8,760
Close 8,835 8,730 -105 -1.2% 8,835
Range 225 255 30 13.3% 345
ATR 214 217 3 1.4% 0
Volume 12,098 12,098 0 0.0% 40,997
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,487 9,363 8,870
R3 9,232 9,108 8,800
R2 8,977 8,977 8,777
R1 8,853 8,853 8,754 8,788
PP 8,722 8,722 8,722 8,689
S1 8,598 8,598 8,707 8,533
S2 8,467 8,467 8,683
S3 8,212 8,343 8,660
S4 7,957 8,088 8,590
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 9,935 9,730 9,025
R3 9,590 9,385 8,930
R2 9,245 9,245 8,898
R1 9,040 9,040 8,867 9,143
PP 8,900 8,900 8,900 8,951
S1 8,695 8,695 8,804 8,798
S2 8,555 8,555 8,772
S3 8,210 8,350 8,740
S4 7,865 8,005 8,645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,105 8,590 515 5.9% 183 2.1% 27% False True 9,586
10 9,105 8,590 515 5.9% 189 2.2% 27% False True 9,508
20 9,205 8,590 615 7.0% 234 2.7% 23% False True 12,663
40 10,190 8,590 1,600 18.3% 226 2.6% 9% False True 12,791
60 10,255 8,590 1,665 19.1% 200 2.3% 8% False True 11,188
80 10,255 8,590 1,665 19.1% 174 2.0% 8% False True 9,170
100 10,255 8,590 1,665 19.1% 142 1.6% 8% False True 7,337
120 10,255 8,590 1,665 19.1% 123 1.4% 8% False True 6,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 9,929
2.618 9,513
1.618 9,258
1.000 9,100
0.618 9,003
HIGH 8,845
0.618 8,748
0.500 8,718
0.382 8,688
LOW 8,590
0.618 8,433
1.000 8,335
1.618 8,178
2.618 7,923
4.250 7,506
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 8,726 8,848
PP 8,722 8,808
S1 8,718 8,769

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

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