NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 9,385 9,375 -10 -0.1% 9,320
High 9,495 9,525 30 0.3% 9,630
Low 9,355 9,330 -25 -0.3% 9,270
Close 9,375 9,510 135 1.4% 9,415
Range 140 195 55 39.3% 360
ATR 297 289 -7 -2.4% 0
Volume 7,169 10,280 3,111 43.4% 71,167
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 10,040 9,970 9,617
R3 9,845 9,775 9,564
R2 9,650 9,650 9,546
R1 9,580 9,580 9,528 9,615
PP 9,455 9,455 9,455 9,473
S1 9,385 9,385 9,492 9,420
S2 9,260 9,260 9,474
S3 9,065 9,190 9,457
S4 8,870 8,995 9,403
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 9,580 9,330 250 2.6% 197 2.1% 72% False True 10,650
10 9,630 8,200 1,430 15.0% 362 3.8% 92% False False 19,627
20 10,730 8,200 2,530 26.6% 348 3.7% 52% False False 19,883
40 10,855 8,200 2,655 27.9% 199 2.1% 49% False False 9,972
60 10,855 8,200 2,655 27.9% 134 1.4% 49% False False 6,652
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,354
2.618 10,036
1.618 9,841
1.000 9,720
0.618 9,646
HIGH 9,525
0.618 9,451
0.500 9,428
0.382 9,405
LOW 9,330
0.618 9,210
1.000 9,135
1.618 9,015
2.618 8,820
4.250 8,501
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 9,483 9,490
PP 9,455 9,470
S1 9,428 9,450

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

View Archives - Comment on this page... - Back to Index of Symbols