NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 9,805 9,910 105 1.1% 9,925
High 9,930 9,935 5 0.1% 10,055
Low 9,770 9,725 -45 -0.5% 9,690
Close 9,910 9,790 -120 -1.2% 9,800
Range 160 210 50 31.3% 365
ATR 172 175 3 1.6% 0
Volume 6,685 9,753 3,068 45.9% 43,896
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 10,447 10,328 9,906
R3 10,237 10,118 9,848
R2 10,027 10,027 9,829
R1 9,908 9,908 9,809 9,863
PP 9,817 9,817 9,817 9,794
S1 9,698 9,698 9,771 9,653
S2 9,607 9,607 9,752
S3 9,397 9,488 9,732
S4 9,187 9,278 9,675
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 9,935 9,690 245 2.5% 171 1.7% 41% True False 8,876
10 10,055 9,690 365 3.7% 155 1.6% 27% False False 7,772
20 10,055 9,375 680 6.9% 154 1.6% 61% False False 7,842
40 10,055 8,200 1,855 18.9% 217 2.2% 86% False False 11,420
60 10,855 8,200 2,655 27.1% 216 2.2% 60% False False 10,988
80 10,855 8,200 2,655 27.1% 164 1.7% 60% False False 8,246
100 10,855 8,200 2,655 27.1% 131 1.3% 60% False False 6,597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 22
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 10,828
2.618 10,485
1.618 10,275
1.000 10,145
0.618 10,065
HIGH 9,935
0.618 9,855
0.500 9,830
0.382 9,805
LOW 9,725
0.618 9,595
1.000 9,515
1.618 9,385
2.618 9,175
4.250 8,833
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 9,830 9,830
PP 9,817 9,817
S1 9,803 9,803

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

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