NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 9,755 9,555 -200 -2.1% 9,530
High 9,755 9,585 -170 -1.7% 9,590
Low 9,545 9,510 -35 -0.4% 9,385
Close 9,555 9,565 10 0.1% 9,490
Range 210 75 -135 -64.3% 205
ATR 164 157 -6 -3.9% 0
Volume 8,077 8,095 18 0.2% 41,628
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 9,778 9,747 9,606
R3 9,703 9,672 9,586
R2 9,628 9,628 9,579
R1 9,597 9,597 9,572 9,613
PP 9,553 9,553 9,553 9,561
S1 9,522 9,522 9,558 9,538
S2 9,478 9,478 9,551
S3 9,403 9,447 9,545
S4 9,328 9,372 9,524
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 9,445 310 3.2% 157 1.6% 39% False False 7,681
10 9,755 9,385 370 3.9% 147 1.5% 49% False False 7,743
20 9,935 9,385 550 5.8% 154 1.6% 33% False False 8,133
40 10,055 9,375 680 7.1% 160 1.7% 28% False False 8,327
60 10,620 8,200 2,420 25.3% 223 2.3% 56% False False 12,283
80 10,855 8,200 2,655 27.8% 191 2.0% 51% False False 9,720
100 10,855 8,200 2,655 27.8% 153 1.6% 51% False False 7,780
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 28
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 9,904
2.618 9,781
1.618 9,706
1.000 9,660
0.618 9,631
HIGH 9,585
0.618 9,556
0.500 9,548
0.382 9,539
LOW 9,510
0.618 9,464
1.000 9,435
1.618 9,389
2.618 9,314
4.250 9,191
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 9,559 9,600
PP 9,553 9,588
S1 9,548 9,577

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

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