NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 9,450 9,360 -90 -1.0% 9,490
High 9,490 9,490 0 0.0% 9,755
Low 9,330 9,360 30 0.3% 9,435
Close 9,370 9,415 45 0.5% 9,460
Range 160 130 -30 -18.8% 320
ATR 158 156 -2 -1.3% 0
Volume 22,749 18,518 -4,231 -18.6% 32,942
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 9,812 9,743 9,487
R3 9,682 9,613 9,451
R2 9,552 9,552 9,439
R1 9,483 9,483 9,427 9,518
PP 9,422 9,422 9,422 9,439
S1 9,353 9,353 9,403 9,388
S2 9,292 9,292 9,391
S3 9,162 9,223 9,379
S4 9,032 9,093 9,344
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 9,330 425 4.5% 148 1.6% 20% False False 13,335
10 9,755 9,330 425 4.5% 149 1.6% 20% False False 10,563
20 9,935 9,330 605 6.4% 153 1.6% 14% False False 9,261
40 10,055 9,330 725 7.7% 152 1.6% 12% False False 8,698
60 10,055 8,200 1,855 19.7% 218 2.3% 65% False False 12,306
80 10,855 8,200 2,655 28.2% 196 2.1% 46% False False 10,351
100 10,855 8,200 2,655 28.2% 158 1.7% 46% False False 8,285
120 10,855 8,200 2,655 28.2% 132 1.4% 46% False False 6,904
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 False
Stretch 27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,043
2.618 9,830
1.618 9,700
1.000 9,620
0.618 9,570
HIGH 9,490
0.618 9,440
0.500 9,425
0.382 9,410
LOW 9,360
0.618 9,280
1.000 9,230
1.618 9,150
2.618 9,020
4.250 8,808
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 9,425 9,465
PP 9,422 9,448
S1 9,418 9,432

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

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