NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 10,745 10,855 110 1.0% 10,615
High 10,745 10,855 110 1.0% 10,695
Low 10,745 10,855 110 1.0% 10,550
Close 10,855 10,845 -10 -0.1% 10,690
Range
ATR 19 17 -1 -7.1% 0
Volume 10 11 1 10.0% 71
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 10,852 10,848 10,845
R3 10,852 10,848 10,845
R2 10,852 10,852 10,845
R1 10,848 10,848 10,845 10,850
PP 10,852 10,852 10,852 10,853
S1 10,848 10,848 10,845 10,850
S2 10,852 10,852 10,845
S3 10,852 10,848 10,845
S4 10,852 10,848 10,845
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,080 11,030 10,770
R3 10,935 10,885 10,730
R2 10,790 10,790 10,717
R1 10,740 10,740 10,703 10,765
PP 10,645 10,645 10,645 10,658
S1 10,595 10,595 10,677 10,620
S2 10,500 10,500 10,664
S3 10,355 10,450 10,650
S4 10,210 10,305 10,610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,855 10,695 160 1.5% 0 0.0% 94% True False 6
10 10,855 10,485 370 3.4% 5 0.0% 97% True False 11
20 10,855 10,220 635 5.9% 7 0.1% 98% True False 22
40 10,855 10,210 645 5.9% 4 0.0% 98% True False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0
Fibonacci Retracements and Extensions
4.250 10,855
2.618 10,855
1.618 10,855
1.000 10,855
0.618 10,855
HIGH 10,855
0.618 10,855
0.500 10,855
0.382 10,855
LOW 10,855
0.618 10,855
1.000 10,855
1.618 10,855
2.618 10,855
4.250 10,855
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 10,855 10,830
PP 10,852 10,815
S1 10,848 10,800

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

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