NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 9,540 9,750 210 2.2% 9,850
High 9,820 9,815 -5 -0.1% 9,850
Low 9,500 9,620 120 1.3% 9,420
Close 9,730 9,650 -80 -0.8% 9,730
Range 320 195 -125 -39.1% 430
ATR 254 250 -4 -1.7% 0
Volume 11,612 12,294 682 5.9% 51,071
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,280 10,160 9,757
R3 10,085 9,965 9,704
R2 9,890 9,890 9,686
R1 9,770 9,770 9,668 9,733
PP 9,695 9,695 9,695 9,676
S1 9,575 9,575 9,632 9,538
S2 9,500 9,500 9,614
S3 9,305 9,380 9,597
S4 9,110 9,185 9,543
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 9,820 9,420 400 4.1% 222 2.3% 58% False False 11,131
10 9,860 9,330 530 5.5% 205 2.1% 60% False False 10,396
20 9,860 8,200 1,660 17.2% 324 3.4% 87% False False 17,469
40 10,855 8,200 2,655 27.5% 244 2.5% 55% False False 12,310
60 10,855 8,200 2,655 27.5% 165 1.7% 55% False False 8,214
80 10,855 8,200 2,655 27.5% 124 1.3% 55% False False 6,161
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,644
2.618 10,326
1.618 10,131
1.000 10,010
0.618 9,936
HIGH 9,815
0.618 9,741
0.500 9,718
0.382 9,695
LOW 9,620
0.618 9,500
1.000 9,425
1.618 9,305
2.618 9,110
4.250 8,791
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 9,718 9,640
PP 9,695 9,630
S1 9,673 9,620

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

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