NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 8,985 8,555 -430 -4.8% 10,585
High 9,125 9,025 -100 -1.1% 10,620
Low 8,330 8,200 -130 -1.6% 9,930
Close 8,530 8,890 360 4.2% 10,005
Range 795 825 30 3.8% 690
ATR 292 330 38 13.0% 0
Volume 49,621 37,099 -12,522 -25.2% 84,916
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 11,180 10,860 9,344
R3 10,355 10,035 9,117
R2 9,530 9,530 9,041
R1 9,210 9,210 8,966 9,370
PP 8,705 8,705 8,705 8,785
S1 8,385 8,385 8,815 8,545
S2 7,880 7,880 8,739
S3 7,055 7,560 8,663
S4 6,230 6,735 8,436
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 12,255 11,820 10,385
R3 11,565 11,130 10,195
R2 10,875 10,875 10,132
R1 10,440 10,440 10,068 10,313
PP 10,185 10,185 10,185 10,121
S1 9,750 9,750 9,942 9,623
S2 9,495 9,495 9,879
S3 8,805 9,060 9,815
S4 8,115 8,370 9,626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,345 8,200 2,145 24.1% 747 8.4% 32% False True 44,515
10 10,730 8,200 2,530 28.5% 465 5.2% 27% False True 28,739
20 10,855 8,200 2,655 29.9% 295 3.3% 26% False True 14,457
40 10,855 8,200 2,655 29.9% 151 1.7% 26% False True 7,239
60 10,855 8,200 2,655 29.9% 101 1.1% 26% False True 4,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,531
2.618 11,185
1.618 10,360
1.000 9,850
0.618 9,535
HIGH 9,025
0.618 8,710
0.500 8,613
0.382 8,515
LOW 8,200
0.618 7,690
1.000 7,375
1.618 6,865
2.618 6,040
4.250 4,694
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 8,798 8,861
PP 8,705 8,832
S1 8,613 8,803

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

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