NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 9,490 9,755 265 2.8% 9,530
High 9,750 9,755 5 0.1% 9,590
Low 9,445 9,545 100 1.1% 9,385
Close 9,735 9,555 -180 -1.8% 9,490
Range 305 210 -95 -31.1% 205
ATR 160 164 4 2.2% 0
Volume 7,534 8,077 543 7.2% 41,628
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,248 10,112 9,671
R3 10,038 9,902 9,613
R2 9,828 9,828 9,594
R1 9,692 9,692 9,574 9,655
PP 9,618 9,618 9,618 9,600
S1 9,482 9,482 9,536 9,445
S2 9,408 9,408 9,517
S3 9,198 9,272 9,497
S4 8,988 9,062 9,440
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 9,755 9,415 340 3.6% 164 1.7% 41% True False 7,736
10 9,755 9,385 370 3.9% 152 1.6% 46% True False 7,459
20 9,955 9,385 570 6.0% 158 1.6% 30% False False 8,162
40 10,055 9,375 680 7.1% 162 1.7% 26% False False 8,317
60 10,620 8,200 2,420 25.3% 225 2.4% 56% False False 12,593
80 10,855 8,200 2,655 27.8% 190 2.0% 51% False False 9,619
100 10,855 8,200 2,655 27.8% 153 1.6% 51% False False 7,699
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,648
2.618 10,305
1.618 10,095
1.000 9,965
0.618 9,885
HIGH 9,755
0.618 9,675
0.500 9,650
0.382 9,625
LOW 9,545
0.618 9,415
1.000 9,335
1.618 9,205
2.618 8,995
4.250 8,653
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 9,650 9,600
PP 9,618 9,585
S1 9,587 9,570

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

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