NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 9,920 9,895 -25 -0.3% 9,680
High 9,955 9,895 -60 -0.6% 9,970
Low 9,810 9,690 -120 -1.2% 9,550
Close 9,855 9,770 -85 -0.9% 9,945
Range 145 205 60 41.4% 420
ATR 177 179 2 1.1% 0
Volume 8,690 12,105 3,415 39.3% 34,875
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 10,400 10,290 9,883
R3 10,195 10,085 9,827
R2 9,990 9,990 9,808
R1 9,880 9,880 9,789 9,833
PP 9,785 9,785 9,785 9,761
S1 9,675 9,675 9,751 9,628
S2 9,580 9,580 9,733
S3 9,375 9,470 9,714
S4 9,170 9,265 9,657
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 9,690 365 3.7% 132 1.4% 22% False True 7,517
10 10,055 9,550 505 5.2% 143 1.5% 44% False False 7,423
20 10,055 9,375 680 7.0% 168 1.7% 58% False False 8,742
40 10,515 8,200 2,315 23.7% 259 2.7% 68% False False 14,400
60 10,855 8,200 2,655 27.2% 206 2.1% 59% False False 10,450
80 10,855 8,200 2,655 27.2% 156 1.6% 59% False False 7,843
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 19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,766
2.618 10,432
1.618 10,227
1.000 10,100
0.618 10,022
HIGH 9,895
0.618 9,817
0.500 9,793
0.382 9,768
LOW 9,690
0.618 9,563
1.000 9,485
1.618 9,358
2.618 9,153
4.250 8,819
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 9,793 9,840
PP 9,785 9,817
S1 9,778 9,793

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

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