NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 9,655 9,540 -115 -1.2% 9,850
High 9,705 9,820 115 1.2% 9,850
Low 9,420 9,500 80 0.8% 9,420
Close 9,525 9,730 205 2.2% 9,730
Range 285 320 35 12.3% 430
ATR 249 254 5 2.0% 0
Volume 16,342 11,612 -4,730 -28.9% 51,071
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,643 10,507 9,906
R3 10,323 10,187 9,818
R2 10,003 10,003 9,789
R1 9,867 9,867 9,759 9,935
PP 9,683 9,683 9,683 9,718
S1 9,547 9,547 9,701 9,615
S2 9,363 9,363 9,671
S3 9,043 9,227 9,642
S4 8,723 8,907 9,554
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,957 10,773 9,967
R3 10,527 10,343 9,848
R2 10,097 10,097 9,809
R1 9,913 9,913 9,770 9,790
PP 9,667 9,667 9,667 9,605
S1 9,483 9,483 9,691 9,360
S2 9,237 9,237 9,651
S3 8,807 9,053 9,612
S4 8,377 8,623 9,494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,850 9,420 430 4.4% 208 2.1% 72% False False 10,214
10 9,860 9,330 530 5.4% 199 2.0% 75% False False 9,884
20 9,860 8,200 1,660 17.1% 349 3.6% 92% False False 19,522
40 10,855 8,200 2,655 27.3% 239 2.5% 58% False False 12,003
60 10,855 8,200 2,655 27.3% 162 1.7% 58% False False 8,009
80 10,855 8,200 2,655 27.3% 121 1.2% 58% False False 6,007
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 11,180
2.618 10,658
1.618 10,338
1.000 10,140
0.618 10,018
HIGH 9,820
0.618 9,698
0.500 9,660
0.382 9,622
LOW 9,500
0.618 9,302
1.000 9,180
1.618 8,982
2.618 8,662
4.250 8,140
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 9,707 9,693
PP 9,683 9,657
S1 9,660 9,620

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

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