NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 9,430 9,555 125 1.3% 9,320
High 9,580 9,570 -10 -0.1% 9,630
Low 9,330 9,405 75 0.8% 9,270
Close 9,555 9,415 -140 -1.5% 9,415
Range 250 165 -85 -34.0% 360
ATR 320 309 -11 -3.5% 0
Volume 9,599 14,929 5,330 55.5% 71,167
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 9,958 9,852 9,506
R3 9,793 9,687 9,461
R2 9,628 9,628 9,445
R1 9,522 9,522 9,430 9,493
PP 9,463 9,463 9,463 9,449
S1 9,357 9,357 9,400 9,328
S2 9,298 9,298 9,385
S3 9,133 9,192 9,370
S4 8,968 9,027 9,324
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 10,518 10,327 9,613
R3 10,158 9,967 9,514
R2 9,798 9,798 9,481
R1 9,607 9,607 9,448 9,703
PP 9,438 9,438 9,438 9,486
S1 9,247 9,247 9,382 9,343
S2 9,078 9,078 9,349
S3 8,718 8,887 9,316
S4 8,358 8,527 9,217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,630 9,270 360 3.8% 235 2.5% 40% False False 14,233
10 9,830 8,200 1,630 17.3% 499 5.3% 75% False False 29,160
20 10,760 8,200 2,560 27.2% 353 3.7% 47% False False 19,031
40 10,855 8,200 2,655 28.2% 193 2.0% 46% False False 9,542
60 10,855 8,200 2,655 28.2% 128 1.4% 46% False False 6,362
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 91
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 10,271
2.618 10,002
1.618 9,837
1.000 9,735
0.618 9,672
HIGH 9,570
0.618 9,507
0.500 9,488
0.382 9,468
LOW 9,405
0.618 9,303
1.000 9,240
1.618 9,138
2.618 8,973
4.250 8,704
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 9,488 9,455
PP 9,463 9,442
S1 9,439 9,428

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

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