NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 9,600 9,485 -115 -1.2% 9,750
High 9,620 9,525 -95 -1.0% 9,815
Low 9,375 9,410 35 0.4% 9,490
Close 9,505 9,515 10 0.1% 9,600
Range 245 115 -130 -53.1% 325
ATR 224 216 -8 -3.5% 0
Volume 11,208 8,561 -2,647 -23.6% 44,818
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 9,828 9,787 9,578
R3 9,713 9,672 9,547
R2 9,598 9,598 9,536
R1 9,557 9,557 9,526 9,578
PP 9,483 9,483 9,483 9,494
S1 9,442 9,442 9,505 9,463
S2 9,368 9,368 9,494
S3 9,253 9,327 9,484
S4 9,138 9,212 9,452
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% 156 1.6% 45% False False 8,452
10 9,820 9,375 445 4.7% 187 2.0% 31% False False 10,022
20 9,860 9,330 530 5.6% 188 2.0% 35% False False 9,961
40 10,760 8,200 2,560 26.9% 261 2.7% 51% False False 13,616
60 10,855 8,200 2,655 27.9% 180 1.9% 50% False False 9,085
80 10,855 8,200 2,655 27.9% 135 1.4% 50% False False 6,814
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 2 trading days
Fibonacci Retracements and Extensions
4.250 10,014
2.618 9,826
1.618 9,711
1.000 9,640
0.618 9,596
HIGH 9,525
0.618 9,481
0.500 9,468
0.382 9,454
LOW 9,410
0.618 9,339
1.000 9,295
1.618 9,224
2.618 9,109
4.250 8,921
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 9,499 9,520
PP 9,483 9,518
S1 9,468 9,517

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

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