NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 9,515 9,570 55 0.6% 9,750
High 9,630 9,570 -60 -0.6% 9,830
Low 9,420 9,335 -85 -0.9% 8,200
Close 9,570 9,445 -125 -1.3% 9,245
Range 210 235 25 11.9% 1,630
ATR 332 325 -7 -2.1% 0
Volume 12,342 11,275 -1,067 -8.6% 220,442
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 10,155 10,035 9,574
R3 9,920 9,800 9,510
R2 9,685 9,685 9,488
R1 9,565 9,565 9,467 9,508
PP 9,450 9,450 9,450 9,421
S1 9,330 9,330 9,424 9,273
S2 9,215 9,215 9,402
S3 8,980 9,095 9,381
S4 8,745 8,860 9,316
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 13,982 13,243 10,142
R3 12,352 11,613 9,693
R2 10,722 10,722 9,544
R1 9,983 9,983 9,395 9,538
PP 9,092 9,092 9,092 8,869
S1 8,353 8,353 9,096 7,908
S2 7,462 7,462 8,946
S3 5,832 6,723 8,797
S4 4,202 5,093 8,349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,630 8,200 1,430 15.1% 415 4.4% 87% False False 20,935
10 10,515 8,200 2,315 24.5% 521 5.5% 54% False False 30,573
20 10,760 8,200 2,560 27.1% 345 3.7% 49% False False 17,818
40 10,855 8,200 2,655 28.1% 182 1.9% 47% False False 8,929
60 10,855 8,200 2,655 28.1% 122 1.3% 47% False False 5,953
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 84
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,569
2.618 10,185
1.618 9,950
1.000 9,805
0.618 9,715
HIGH 9,570
0.618 9,480
0.500 9,453
0.382 9,425
LOW 9,335
0.618 9,190
1.000 9,100
1.618 8,955
2.618 8,720
4.250 8,336
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 9,453 9,450
PP 9,450 9,448
S1 9,448 9,447

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

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