NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 9,735 9,950 215 2.2% 9,680
High 9,960 9,970 10 0.1% 9,970
Low 9,725 9,900 175 1.8% 9,550
Close 9,935 9,945 10 0.1% 9,945
Range 235 70 -165 -70.2% 420
ATR 198 189 -9 -4.6% 0
Volume 7,858 4,813 -3,045 -38.8% 34,875
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,148 10,117 9,984
R3 10,078 10,047 9,964
R2 10,008 10,008 9,958
R1 9,977 9,977 9,952 9,958
PP 9,938 9,938 9,938 9,929
S1 9,907 9,907 9,939 9,888
S2 9,868 9,868 9,932
S3 9,798 9,837 9,926
S4 9,728 9,767 9,907
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 11,082 10,933 10,176
R3 10,662 10,513 10,061
R2 10,242 10,242 10,022
R1 10,093 10,093 9,984 10,168
PP 9,822 9,822 9,822 9,859
S1 9,673 9,673 9,907 9,748
S2 9,402 9,402 9,868
S3 8,982 9,253 9,830
S4 8,562 8,833 9,714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,970 9,550 420 4.2% 143 1.4% 94% True False 6,975
10 9,970 9,375 595 6.0% 151 1.5% 96% True False 7,581
20 9,970 9,375 595 6.0% 168 1.7% 96% True False 8,624
40 10,730 8,200 2,530 25.4% 262 2.6% 69% False False 14,811
60 10,855 8,200 2,655 26.7% 196 2.0% 66% False False 9,905
80 10,855 8,200 2,655 26.7% 148 1.5% 66% False False 7,433
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 22
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 10,268
2.618 10,153
1.618 10,083
1.000 10,040
0.618 10,013
HIGH 9,970
0.618 9,943
0.500 9,935
0.382 9,927
LOW 9,900
0.618 9,857
1.000 9,830
1.618 9,787
2.618 9,717
4.250 9,603
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 9,942 9,898
PP 9,938 9,850
S1 9,935 9,803

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

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