NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 9,640 9,600 -40 -0.4% 9,750
High 9,665 9,620 -45 -0.5% 9,815
Low 9,565 9,375 -190 -2.0% 9,490
Close 9,600 9,505 -95 -1.0% 9,600
Range 100 245 145 145.0% 325
ATR 222 224 2 0.7% 0
Volume 6,518 11,208 4,690 72.0% 44,818
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,235 10,115 9,640
R3 9,990 9,870 9,573
R2 9,745 9,745 9,550
R1 9,625 9,625 9,528 9,563
PP 9,500 9,500 9,500 9,469
S1 9,380 9,380 9,483 9,318
S2 9,255 9,255 9,460
S3 9,010 9,135 9,438
S4 8,765 8,890 9,370
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 9,685 9,375 310 3.3% 161 1.7% 42% False True 8,746
10 9,820 9,375 445 4.7% 192 2.0% 29% False True 9,938
20 9,860 9,330 530 5.6% 193 2.0% 33% False False 10,150
40 10,760 8,200 2,560 26.9% 264 2.8% 51% False False 13,402
60 10,855 8,200 2,655 27.9% 178 1.9% 49% False False 8,942
80 10,855 8,200 2,655 27.9% 134 1.4% 49% False False 6,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 6 trading days
Fibonacci Retracements and Extensions
4.250 10,661
2.618 10,262
1.618 10,017
1.000 9,865
0.618 9,772
HIGH 9,620
0.618 9,527
0.500 9,498
0.382 9,469
LOW 9,375
0.618 9,224
1.000 9,130
1.618 8,979
2.618 8,734
4.250 8,334
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 9,503 9,530
PP 9,500 9,522
S1 9,498 9,513

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

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