NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 9,625 9,530 -95 -1.0% 9,550
High 9,670 9,550 -120 -1.2% 9,730
Low 9,530 9,385 -145 -1.5% 9,510
Close 9,535 9,410 -125 -1.3% 9,535
Range 140 165 25 17.9% 220
ATR 162 162 0 0.1% 0
Volume 6,883 10,198 3,315 48.2% 33,158
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 9,943 9,842 9,501
R3 9,778 9,677 9,456
R2 9,613 9,613 9,440
R1 9,512 9,512 9,425 9,480
PP 9,448 9,448 9,448 9,433
S1 9,347 9,347 9,395 9,315
S2 9,283 9,283 9,380
S3 9,118 9,182 9,365
S4 8,953 9,017 9,319
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 10,252 10,113 9,656
R3 10,032 9,893 9,596
R2 9,812 9,812 9,575
R1 9,673 9,673 9,555 9,633
PP 9,592 9,592 9,592 9,571
S1 9,453 9,453 9,515 9,413
S2 9,372 9,372 9,495
S3 9,152 9,233 9,475
S4 8,932 9,013 9,414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,730 9,385 345 3.7% 134 1.4% 7% False True 7,302
10 9,935 9,385 550 5.8% 156 1.7% 5% False True 7,958
20 10,055 9,385 670 7.1% 152 1.6% 4% False True 7,824
40 10,055 9,330 725 7.7% 165 1.7% 11% False False 8,528
60 10,760 8,200 2,560 27.2% 227 2.4% 47% False False 12,029
80 10,855 8,200 2,655 28.2% 179 1.9% 46% False False 9,035
100 10,855 8,200 2,655 28.2% 143 1.5% 46% False False 7,228
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 27
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,251
2.618 9,982
1.618 9,817
1.000 9,715
0.618 9,652
HIGH 9,550
0.618 9,487
0.500 9,468
0.382 9,448
LOW 9,385
0.618 9,283
1.000 9,220
1.618 9,118
2.618 8,953
4.250 8,684
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 9,468 9,558
PP 9,448 9,508
S1 9,429 9,459

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

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