NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 9,360 9,420 60 0.6% 9,490
High 9,490 9,470 -20 -0.2% 9,755
Low 9,360 9,385 25 0.3% 9,435
Close 9,415 9,385 -30 -0.3% 9,460
Range 130 85 -45 -34.6% 320
ATR 156 151 -5 -3.3% 0
Volume 18,518 14,956 -3,562 -19.2% 32,942
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 9,668 9,612 9,432
R3 9,583 9,527 9,409
R2 9,498 9,498 9,401
R1 9,442 9,442 9,393 9,428
PP 9,413 9,413 9,413 9,406
S1 9,357 9,357 9,377 9,343
S2 9,328 9,328 9,370
S3 9,243 9,272 9,362
S4 9,158 9,187 9,338
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 9,600 9,330 270 2.9% 123 1.3% 20% False False 14,710
10 9,755 9,330 425 4.5% 144 1.5% 13% False False 11,223
20 9,935 9,330 605 6.4% 149 1.6% 9% False False 9,674
40 10,055 9,330 725 7.7% 150 1.6% 8% False False 8,765
60 10,055 8,200 1,855 19.8% 208 2.2% 64% False False 11,666
80 10,855 8,200 2,655 28.3% 197 2.1% 45% False False 10,537
100 10,855 8,200 2,655 28.3% 159 1.7% 45% False False 8,434
120 10,855 8,200 2,655 28.3% 132 1.4% 45% False False 7,029
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 9,831
2.618 9,693
1.618 9,608
1.000 9,555
0.618 9,523
HIGH 9,470
0.618 9,438
0.500 9,428
0.382 9,418
LOW 9,385
0.618 9,333
1.000 9,300
1.618 9,248
2.618 9,163
4.250 9,024
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 9,428 9,410
PP 9,413 9,402
S1 9,399 9,393

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

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