NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 9,950 9,925 -25 -0.3% 9,680
High 9,970 10,055 85 0.9% 9,970
Low 9,900 9,925 25 0.3% 9,550
Close 9,945 9,990 45 0.5% 9,945
Range 70 130 60 85.7% 420
ATR 189 184 -4 -2.2% 0
Volume 4,813 5,595 782 16.2% 34,875
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 10,380 10,315 10,062
R3 10,250 10,185 10,026
R2 10,120 10,120 10,014
R1 10,055 10,055 10,002 10,088
PP 9,990 9,990 9,990 10,006
S1 9,925 9,925 9,978 9,958
S2 9,860 9,860 9,966
S3 9,730 9,795 9,954
S4 9,600 9,665 9,919
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 10,055 9,550 505 5.1% 146 1.5% 87% True False 6,777
10 10,055 9,375 680 6.8% 154 1.5% 90% True False 7,489
20 10,055 9,375 680 6.8% 167 1.7% 90% True False 8,539
40 10,620 8,200 2,420 24.2% 260 2.6% 74% False False 14,877
60 10,855 8,200 2,655 26.6% 198 2.0% 67% False False 9,998
80 10,855 8,200 2,655 26.6% 150 1.5% 67% False False 7,503
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,608
2.618 10,395
1.618 10,265
1.000 10,185
0.618 10,135
HIGH 10,055
0.618 10,005
0.500 9,990
0.382 9,975
LOW 9,925
0.618 9,845
1.000 9,795
1.618 9,715
2.618 9,585
4.250 9,373
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 9,990 9,957
PP 9,990 9,923
S1 9,990 9,890

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

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