NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 11,250 11,310 60 0.5% 11,380
High 11,325 11,350 25 0.2% 11,450
Low 11,205 11,245 40 0.4% 11,140
Close 11,310 11,295 -15 -0.1% 11,285
Range 120 105 -15 -12.5% 310
ATR 130 128 -2 -1.4% 0
Volume 7,437 8,266 829 11.1% 27,022
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 11,612 11,558 11,353
R3 11,507 11,453 11,324
R2 11,402 11,402 11,314
R1 11,348 11,348 11,305 11,323
PP 11,297 11,297 11,297 11,284
S1 11,243 11,243 11,286 11,218
S2 11,192 11,192 11,276
S3 11,087 11,138 11,266
S4 10,982 11,033 11,237
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 12,222 12,063 11,456
R3 11,912 11,753 11,370
R2 11,602 11,602 11,342
R1 11,443 11,443 11,314 11,368
PP 11,292 11,292 11,292 11,254
S1 11,133 11,133 11,257 11,058
S2 10,982 10,982 11,228
S3 10,672 10,823 11,200
S4 10,362 10,513 11,115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,390 11,130 260 2.3% 108 1.0% 63% False False 7,417
10 11,450 11,130 320 2.8% 115 1.0% 52% False False 6,586
20 11,450 10,605 845 7.5% 119 1.1% 82% False False 7,513
Crabel Price Patterns
NR True
NR4 True
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 25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,796
2.618 11,625
1.618 11,520
1.000 11,455
0.618 11,415
HIGH 11,350
0.618 11,310
0.500 11,298
0.382 11,285
LOW 11,245
0.618 11,180
1.000 11,140
1.618 11,075
2.618 10,970
4.250 10,799
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 11,298 11,277
PP 11,297 11,258
S1 11,296 11,240

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

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