NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 9,595 9,640 45 0.5% 9,750
High 9,685 9,665 -20 -0.2% 9,815
Low 9,560 9,565 5 0.1% 9,490
Close 9,630 9,600 -30 -0.3% 9,600
Range 125 100 -25 -20.0% 325
ATR 232 222 -9 -4.1% 0
Volume 7,058 6,518 -540 -7.7% 44,818
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 9,910 9,855 9,655
R3 9,810 9,755 9,628
R2 9,710 9,710 9,618
R1 9,655 9,655 9,609 9,633
PP 9,610 9,610 9,610 9,599
S1 9,555 9,555 9,591 9,533
S2 9,510 9,510 9,582
S3 9,410 9,455 9,573
S4 9,310 9,355 9,545
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,610 10,430 9,779
R3 10,285 10,105 9,690
R2 9,960 9,960 9,660
R1 9,780 9,780 9,630 9,708
PP 9,635 9,635 9,635 9,599
S1 9,455 9,455 9,570 9,383
S2 9,310 9,310 9,541
S3 8,985 9,130 9,511
S4 8,660 8,805 9,421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,815 9,490 325 3.4% 151 1.6% 34% False False 8,963
10 9,850 9,420 430 4.5% 180 1.9% 42% False False 9,588
20 9,860 9,270 590 6.1% 196 2.0% 56% False False 10,741
40 10,850 8,200 2,650 27.6% 258 2.7% 53% False False 13,122
60 10,855 8,200 2,655 27.7% 174 1.8% 53% False False 8,756
80 10,855 8,200 2,655 27.7% 131 1.4% 53% False False 6,567
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 31
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 10,090
2.618 9,927
1.618 9,827
1.000 9,765
0.618 9,727
HIGH 9,665
0.618 9,627
0.500 9,615
0.382 9,603
LOW 9,565
0.618 9,503
1.000 9,465
1.618 9,403
2.618 9,303
4.250 9,140
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 9,615 9,596
PP 9,610 9,592
S1 9,605 9,588

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

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