NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 11,100 11,170 70 0.6% 10,700
High 11,110 11,205 95 0.9% 11,030
Low 11,045 11,100 55 0.5% 10,605
Close 11,090 11,140 50 0.5% 10,955
Range 65 105 40 61.5% 425
ATR 132 131 -1 -0.9% 0
Volume 9,260 6,015 -3,245 -35.0% 44,446
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,463 11,407 11,198
R3 11,358 11,302 11,169
R2 11,253 11,253 11,159
R1 11,197 11,197 11,150 11,173
PP 11,148 11,148 11,148 11,136
S1 11,092 11,092 11,131 11,068
S2 11,043 11,043 11,121
S3 10,938 10,987 11,111
S4 10,833 10,882 11,082
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 12,138 11,972 11,189
R3 11,713 11,547 11,072
R2 11,288 11,288 11,033
R1 11,122 11,122 10,994 11,205
PP 10,863 10,863 10,863 10,905
S1 10,697 10,697 10,916 10,780
S2 10,438 10,438 10,877
S3 10,013 10,272 10,838
S4 9,588 9,847 10,721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,205 10,730 475 4.3% 132 1.2% 86% True False 8,560
10 11,205 10,605 600 5.4% 119 1.1% 89% True False 8,009
20 11,205 10,155 1,050 9.4% 119 1.1% 94% True False 7,995
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 23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,651
2.618 11,480
1.618 11,375
1.000 11,310
0.618 11,270
HIGH 11,205
0.618 11,165
0.500 11,153
0.382 11,140
LOW 11,100
0.618 11,035
1.000 10,995
1.618 10,930
2.618 10,825
4.250 10,654
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 11,153 11,099
PP 11,148 11,058
S1 11,144 11,018

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

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