NIKKEI 225 Index Future (Globex) June 2010

Trading Metrics calculated at close of trading on 22-Apr-2010

Day Change Summary
	Previous	Current
	21-Apr-2010	22-Apr-2010	Change	Change %	Previous Week
Open	11,105	11,060	-45	-0.4%	11,330
High	11,125	11,060	-65	-0.6%	11,390
Low	10,990	10,790	-200	-1.8%	10,865
Close	11,050	10,930	-120	-1.1%	10,940
Range	135	270	135	100.0%	525
ATR	147	156	9	6.0%	0
Volume	10,908	9,516	-1,392	-12.8%	36,111

Daily Pivots for day following 22-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,737	11,603	11,079
R3	11,467	11,333	11,004
R2	11,197	11,197	10,980
R1	11,063	11,063	10,955	10,995
PP	10,927	10,927	10,927	10,893
S1	10,793	10,793	10,905	10,725
S2	10,657	10,657	10,881
S3	10,387	10,523	10,856
S4	10,117	10,253	10,782

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	11,270	10,790	480	4.4%	217	2.0%	29%	False	True	13,217
10	11,390	10,790	600	5.5%	163	1.5%	23%	False	True	10,317
20	11,450	10,790	660	6.0%	144	1.3%	21%	False	True	8,846
40	11,450	10,000	1,450	13.3%	124	1.1%	64%	False	False	7,569

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	30
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,208
2.618	11,767
1.618	11,497
1.000	11,330
0.618	11,227
HIGH	11,060
0.618	10,957
0.500	10,925
0.382	10,893
LOW	10,790
0.618	10,623
1.000	10,520
1.618	10,353
2.618	10,083
4.250	9,643

Fisher Pivots for day following 22-Apr-2010
Pivot	1 day	3 day
R1	10,928	10,958
PP	10,927	10,948
S1	10,925	10,939

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols