NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 9,750 9,635 -115 -1.2% 9,850
High 9,815 9,635 -180 -1.8% 9,850
Low 9,620 9,495 -125 -1.3% 9,420
Close 9,650 9,520 -130 -1.3% 9,730
Range 195 140 -55 -28.2% 430
ATR 250 243 -7 -2.7% 0
Volume 12,294 10,030 -2,264 -18.4% 51,071
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 9,970 9,885 9,597
R3 9,830 9,745 9,559
R2 9,690 9,690 9,546
R1 9,605 9,605 9,533 9,578
PP 9,550 9,550 9,550 9,536
S1 9,465 9,465 9,507 9,438
S2 9,410 9,410 9,494
S3 9,270 9,325 9,482
S4 9,130 9,185 9,443
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 4.2% 218 2.3% 25% False False 11,591
10 9,860 9,420 440 4.6% 199 2.1% 23% False False 10,371
20 9,860 8,200 1,660 17.4% 281 2.9% 80% False False 14,999
40 10,855 8,200 2,655 27.9% 247 2.6% 50% False False 12,561
60 10,855 8,200 2,655 27.9% 167 1.8% 50% False False 8,381
80 10,855 8,200 2,655 27.9% 125 1.3% 50% False False 6,286
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 32
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,230
2.618 10,002
1.618 9,862
1.000 9,775
0.618 9,722
HIGH 9,635
0.618 9,582
0.500 9,565
0.382 9,549
LOW 9,495
0.618 9,409
1.000 9,355
1.618 9,269
2.618 9,129
4.250 8,900
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 9,565 9,658
PP 9,550 9,612
S1 9,535 9,566

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

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