NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 9,555 9,570 15 0.2% 9,490
High 9,585 9,600 15 0.2% 9,755
Low 9,510 9,435 -75 -0.8% 9,435
Close 9,565 9,460 -105 -1.1% 9,460
Range 75 165 90 120.0% 320
ATR 157 158 1 0.3% 0
Volume 8,095 9,236 1,141 14.1% 32,942
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 9,993 9,892 9,551
R3 9,828 9,727 9,506
R2 9,663 9,663 9,490
R1 9,562 9,562 9,475 9,530
PP 9,498 9,498 9,498 9,483
S1 9,397 9,397 9,445 9,365
S2 9,333 9,333 9,430
S3 9,168 9,232 9,415
S4 9,003 9,067 9,369
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,510 10,305 9,636
R3 10,190 9,985 9,548
R2 9,870 9,870 9,519
R1 9,665 9,665 9,489 9,608
PP 9,550 9,550 9,550 9,521
S1 9,345 9,345 9,431 9,288
S2 9,230 9,230 9,401
S3 8,910 9,025 9,372
S4 8,590 8,705 9,284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,755 9,435 320 3.4% 172 1.8% 8% False True 8,095
10 9,755 9,385 370 3.9% 151 1.6% 20% False False 8,145
20 9,935 9,385 550 5.8% 152 1.6% 14% False False 7,989
40 10,055 9,375 680 7.2% 160 1.7% 13% False False 8,366
60 10,515 8,200 2,315 24.5% 224 2.4% 54% False False 12,263
80 10,855 8,200 2,655 28.1% 193 2.0% 47% False False 9,835
100 10,855 8,200 2,655 28.1% 155 1.6% 47% False False 7,872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,301
2.618 10,032
1.618 9,867
1.000 9,765
0.618 9,702
HIGH 9,600
0.618 9,537
0.500 9,518
0.382 9,498
LOW 9,435
0.618 9,333
1.000 9,270
1.618 9,168
2.618 9,003
4.250 8,734
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 9,518 9,595
PP 9,498 9,550
S1 9,479 9,505

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

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