NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 9,735 9,785 50 0.5% 9,830
High 9,845 9,785 -60 -0.6% 9,935
Low 9,660 9,560 -100 -1.0% 9,560
Close 9,775 9,590 -185 -1.9% 9,590
Range 185 225 40 21.6% 375
ATR 176 179 4 2.0% 0
Volume 9,818 9,974 156 1.6% 40,946
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 10,320 10,180 9,714
R3 10,095 9,955 9,652
R2 9,870 9,870 9,631
R1 9,730 9,730 9,611 9,688
PP 9,645 9,645 9,645 9,624
S1 9,505 9,505 9,570 9,463
S2 9,420 9,420 9,549
S3 9,195 9,280 9,528
S4 8,970 9,055 9,466
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 10,820 10,580 9,796
R3 10,445 10,205 9,693
R2 10,070 10,070 9,659
R1 9,830 9,830 9,625 9,763
PP 9,695 9,695 9,695 9,661
S1 9,455 9,455 9,556 9,388
S2 9,320 9,320 9,521
S3 8,945 9,080 9,487
S4 8,570 8,705 9,384
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,935 9,560 375 3.9% 179 1.9% 8% False True 8,189
10 10,055 9,560 495 5.2% 165 1.7% 6% False True 8,484
20 10,055 9,375 680 7.1% 158 1.6% 32% False False 8,032
40 10,055 8,835 1,220 12.7% 187 1.9% 62% False False 9,747
60 10,855 8,200 2,655 27.7% 223 2.3% 52% False False 11,317
80 10,855 8,200 2,655 27.7% 169 1.8% 52% False False 8,493
100 10,855 8,200 2,655 27.7% 135 1.4% 52% False False 6,795
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 10,741
2.618 10,374
1.618 10,149
1.000 10,010
0.618 9,924
HIGH 9,785
0.618 9,699
0.500 9,673
0.382 9,646
LOW 9,560
0.618 9,421
1.000 9,335
1.618 9,196
2.618 8,971
4.250 8,604
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 9,673 9,748
PP 9,645 9,695
S1 9,618 9,643

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

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