NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 9,725 9,680 -45 -0.5% 9,600
High 9,775 9,760 -15 -0.2% 9,775
Low 9,655 9,645 -10 -0.1% 9,375
Close 9,665 9,670 5 0.1% 9,665
Range 120 115 -5 -4.2% 400
ATR 209 202 -7 -3.2% 0
Volume 6,584 6,584 0 0.0% 34,424
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,037 9,968 9,733
R3 9,922 9,853 9,702
R2 9,807 9,807 9,691
R1 9,738 9,738 9,681 9,715
PP 9,692 9,692 9,692 9,680
S1 9,623 9,623 9,660 9,600
S2 9,577 9,577 9,649
S3 9,462 9,508 9,639
S4 9,347 9,393 9,607
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,805 10,635 9,885
R3 10,405 10,235 9,775
R2 10,005 10,005 9,738
R1 9,835 9,835 9,702 9,920
PP 9,605 9,605 9,605 9,648
S1 9,435 9,435 9,628 9,520
S2 9,205 9,205 9,592
S3 8,805 9,035 9,555
S4 8,405 8,635 9,445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,775 9,375 400 4.1% 162 1.7% 74% False False 8,201
10 9,815 9,375 440 4.6% 157 1.6% 67% False False 8,582
20 9,860 9,330 530 5.5% 178 1.8% 64% False False 9,233
40 10,760 8,200 2,560 26.5% 265 2.7% 57% False False 14,132
60 10,855 8,200 2,655 27.5% 188 1.9% 55% False False 9,439
80 10,855 8,200 2,655 27.5% 141 1.5% 55% False False 7,080
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,249
2.618 10,061
1.618 9,946
1.000 9,875
0.618 9,831
HIGH 9,760
0.618 9,716
0.500 9,703
0.382 9,689
LOW 9,645
0.618 9,574
1.000 9,530
1.618 9,459
2.618 9,344
4.250 9,156
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 9,703 9,660
PP 9,692 9,650
S1 9,681 9,640

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

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