NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 10,915 10,990 75 0.7% 11,330
High 10,980 11,035 55 0.5% 11,390
Low 10,815 10,925 110 1.0% 10,865
Close 10,975 11,025 50 0.5% 10,940
Range 165 110 -55 -33.3% 525
ATR 151 148 -3 -1.9% 0
Volume 22,569 16,602 -5,967 -26.4% 36,111
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 11,325 11,285 11,086
R3 11,215 11,175 11,055
R2 11,105 11,105 11,045
R1 11,065 11,065 11,035 11,085
PP 10,995 10,995 10,995 11,005
S1 10,955 10,955 11,015 10,975
S2 10,885 10,885 11,005
S3 10,775 10,845 10,995
S4 10,665 10,735 10,965
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 12,640 12,315 11,229
R3 12,115 11,790 11,085
R2 11,590 11,590 11,036
R1 11,265 11,265 10,988 11,165
PP 11,065 11,065 11,065 11,015
S1 10,740 10,740 10,892 10,640
S2 10,540 10,540 10,844
S3 10,015 10,215 10,796
S4 9,490 9,690 10,651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,350 10,815 535 4.9% 181 1.6% 39% False False 12,273
10 11,390 10,815 575 5.2% 146 1.3% 37% False False 9,909
20 11,450 10,710 740 6.7% 135 1.2% 43% False False 8,657
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 32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,503
2.618 11,323
1.618 11,213
1.000 11,145
0.618 11,103
HIGH 11,035
0.618 10,993
0.500 10,980
0.382 10,967
LOW 10,925
0.618 10,857
1.000 10,815
1.618 10,747
2.618 10,637
4.250 10,458
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 11,010 11,043
PP 10,995 11,037
S1 10,980 11,031

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

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