NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 9,555 9,385 -170 -1.8% 9,320
High 9,570 9,495 -75 -0.8% 9,630
Low 9,405 9,355 -50 -0.5% 9,270
Close 9,415 9,375 -40 -0.4% 9,415
Range 165 140 -25 -15.2% 360
ATR 309 297 -12 -3.9% 0
Volume 14,929 7,169 -7,760 -52.0% 71,167
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 9,828 9,742 9,452
R3 9,688 9,602 9,414
R2 9,548 9,548 9,401
R1 9,462 9,462 9,388 9,435
PP 9,408 9,408 9,408 9,395
S1 9,322 9,322 9,362 9,295
S2 9,268 9,268 9,349
S3 9,128 9,182 9,337
S4 8,988 9,042 9,298
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 9,330 300 3.2% 200 2.1% 15% False False 11,062
10 9,630 8,200 1,430 15.3% 444 4.7% 82% False False 24,542
20 10,760 8,200 2,560 27.3% 348 3.7% 46% False False 19,382
40 10,855 8,200 2,655 28.3% 194 2.1% 44% False False 9,721
60 10,855 8,200 2,655 28.3% 131 1.4% 44% False False 6,481
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 86
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 10,090
2.618 9,862
1.618 9,722
1.000 9,635
0.618 9,582
HIGH 9,495
0.618 9,442
0.500 9,425
0.382 9,409
LOW 9,355
0.618 9,269
1.000 9,215
1.618 9,129
2.618 8,989
4.250 8,760
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 9,425 9,455
PP 9,408 9,428
S1 9,392 9,402

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

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