NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 9,520 9,790 270 2.8% 9,320
High 9,830 9,825 -5 -0.1% 9,630
Low 9,495 9,690 195 2.1% 9,270
Close 9,790 9,735 -55 -0.6% 9,415
Range 335 135 -200 -59.7% 360
ATR 293 281 -11 -3.8% 0
Volume 15,823 7,191 -8,632 -54.6% 71,167
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 10,155 10,080 9,809
R3 10,020 9,945 9,772
R2 9,885 9,885 9,760
R1 9,810 9,810 9,748 9,780
PP 9,750 9,750 9,750 9,735
S1 9,675 9,675 9,723 9,645
S2 9,615 9,615 9,710
S3 9,480 9,540 9,698
S4 9,345 9,405 9,661
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 9,830 9,330 500 5.1% 194 2.0% 81% False False 11,078
10 9,830 8,835 995 10.2% 247 2.5% 90% False False 13,257
20 10,730 8,200 2,530 26.0% 356 3.7% 61% False False 20,998
40 10,855 8,200 2,655 27.3% 211 2.2% 58% False False 10,546
60 10,855 8,200 2,655 27.3% 142 1.5% 58% False False 7,036
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 44
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 10,399
2.618 10,179
1.618 10,044
1.000 9,960
0.618 9,909
HIGH 9,825
0.618 9,774
0.500 9,758
0.382 9,742
LOW 9,690
0.618 9,607
1.000 9,555
1.618 9,472
2.618 9,337
4.250 9,116
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 9,758 9,683
PP 9,750 9,632
S1 9,743 9,580

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

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