NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 9,790 9,830 40 0.4% 9,925
High 9,935 9,900 -35 -0.4% 10,055
Low 9,770 9,785 15 0.2% 9,690
Close 9,800 9,800 0 0.0% 9,800
Range 165 115 -50 -30.3% 365
ATR 178 173 -4 -2.5% 0
Volume 11,121 4,716 -6,405 -57.6% 43,896
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 10,173 10,102 9,863
R3 10,058 9,987 9,832
R2 9,943 9,943 9,821
R1 9,872 9,872 9,811 9,850
PP 9,828 9,828 9,828 9,818
S1 9,757 9,757 9,790 9,735
S2 9,713 9,713 9,779
S3 9,598 9,642 9,769
S4 9,483 9,527 9,737
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 10,943 10,737 10,001
R3 10,578 10,372 9,901
R2 10,213 10,213 9,867
R1 10,007 10,007 9,834 9,928
PP 9,848 9,848 9,848 9,809
S1 9,642 9,642 9,767 9,563
S2 9,483 9,483 9,733
S3 9,118 9,277 9,700
S4 8,753 8,912 9,599
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,990 9,690 300 3.1% 148 1.5% 37% False False 8,603
10 10,055 9,550 505 5.2% 147 1.5% 50% False False 7,690
20 10,055 9,375 680 6.9% 152 1.5% 63% False False 8,136
40 10,055 8,200 1,855 18.9% 250 2.6% 86% False False 13,829
60 10,855 8,200 2,655 27.1% 210 2.1% 60% False False 10,714
80 10,855 8,200 2,655 27.1% 159 1.6% 60% False False 8,041
100 10,855 8,200 2,655 27.1% 127 1.3% 60% False False 6,433
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,389
2.618 10,201
1.618 10,086
1.000 10,015
0.618 9,971
HIGH 9,900
0.618 9,856
0.500 9,843
0.382 9,829
LOW 9,785
0.618 9,714
1.000 9,670
1.618 9,599
2.618 9,484
4.250 9,296
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 9,843 9,813
PP 9,828 9,808
S1 9,814 9,804

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

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