NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 9,550 9,510 -40 -0.4% 9,830
High 9,630 9,625 -5 -0.1% 9,935
Low 9,520 9,510 -10 -0.1% 9,560
Close 9,530 9,610 80 0.8% 9,590
Range 110 115 5 4.5% 375
ATR 174 170 -4 -2.4% 0
Volume 6,845 8,954 2,109 30.8% 40,946
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 9,927 9,883 9,673
R3 9,812 9,768 9,642
R2 9,697 9,697 9,631
R1 9,653 9,653 9,621 9,675
PP 9,582 9,582 9,582 9,593
S1 9,538 9,538 9,600 9,560
S2 9,467 9,467 9,589
S3 9,352 9,423 9,579
S4 9,237 9,308 9,547
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 9,510 425 4.4% 169 1.8% 24% False True 9,068
10 9,955 9,510 445 4.6% 164 1.7% 22% False True 8,866
20 10,055 9,410 645 6.7% 152 1.6% 31% False False 7,936
40 10,055 9,330 725 7.5% 172 1.8% 39% False False 9,043
60 10,760 8,200 2,560 26.6% 227 2.4% 55% False False 11,580
80 10,855 8,200 2,655 27.6% 172 1.8% 53% False False 8,691
100 10,855 8,200 2,655 27.6% 137 1.4% 53% False False 6,953
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,114
2.618 9,926
1.618 9,811
1.000 9,740
0.618 9,696
HIGH 9,625
0.618 9,581
0.500 9,568
0.382 9,554
LOW 9,510
0.618 9,439
1.000 9,395
1.618 9,324
2.618 9,209
4.250 9,021
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 9,596 9,648
PP 9,582 9,635
S1 9,568 9,623

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

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