NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 9,500 9,555 55 0.6% 9,530
High 9,575 9,590 15 0.2% 9,590
Low 9,485 9,485 0 0.0% 9,385
Close 9,555 9,490 -65 -0.7% 9,490
Range 90 105 15 16.7% 205
ATR 152 149 -3 -2.2% 0
Volume 7,165 7,534 369 5.2% 41,628
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 9,837 9,768 9,548
R3 9,732 9,663 9,519
R2 9,627 9,627 9,509
R1 9,558 9,558 9,500 9,540
PP 9,522 9,522 9,522 9,513
S1 9,453 9,453 9,481 9,435
S2 9,417 9,417 9,471
S3 9,312 9,348 9,461
S4 9,207 9,243 9,432
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 10,103 10,002 9,603
R3 9,898 9,797 9,547
R2 9,693 9,693 9,528
R1 9,592 9,592 9,509 9,540
PP 9,488 9,488 9,488 9,463
S1 9,387 9,387 9,471 9,335
S2 9,283 9,283 9,453
S3 9,078 9,182 9,434
S4 8,873 8,977 9,377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,590 9,385 205 2.2% 122 1.3% 51% True False 8,325
10 9,730 9,385 345 3.6% 123 1.3% 30% False False 7,478
20 10,055 9,385 670 7.1% 144 1.5% 16% False False 7,981
40 10,055 9,375 680 7.2% 156 1.6% 17% False False 8,303
60 10,730 8,200 2,530 26.7% 222 2.3% 51% False False 12,534
80 10,855 8,200 2,655 28.0% 183 1.9% 49% False False 9,424
100 10,855 8,200 2,655 28.0% 147 1.6% 49% False False 7,543
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,036
2.618 9,865
1.618 9,760
1.000 9,695
0.618 9,655
HIGH 9,590
0.618 9,550
0.500 9,538
0.382 9,525
LOW 9,485
0.618 9,420
1.000 9,380
1.618 9,315
2.618 9,210
4.250 9,039
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 9,538 9,503
PP 9,522 9,498
S1 9,506 9,494

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

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