NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 10,930 11,065 135 1.2% 10,915
High 11,065 11,235 170 1.5% 11,125
Low 10,890 11,065 175 1.6% 10,790
Close 11,030 11,200 170 1.5% 11,030
Range 175 170 -5 -2.9% 335
ATR 157 161 3 2.2% 0
Volume 12,900 11,168 -1,732 -13.4% 72,495
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 11,677 11,608 11,294
R3 11,507 11,438 11,247
R2 11,337 11,337 11,231
R1 11,268 11,268 11,216 11,303
PP 11,167 11,167 11,167 11,184
S1 11,098 11,098 11,185 11,133
S2 10,997 10,997 11,169
S3 10,827 10,928 11,153
S4 10,657 10,758 11,107
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 11,987 11,843 11,214
R3 11,652 11,508 11,122
R2 11,317 11,317 11,092
R1 11,173 11,173 11,061 11,245
PP 10,982 10,982 10,982 11,018
S1 10,838 10,838 10,999 10,910
S2 10,647 10,647 10,969
S3 10,312 10,503 10,938
S4 9,977 10,168 10,846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,235 10,790 445 4.0% 172 1.5% 92% True False 12,218
10 11,350 10,790 560 5.0% 180 1.6% 73% False False 11,114
20 11,450 10,790 660 5.9% 143 1.3% 62% False False 9,107
40 11,450 10,155 1,295 11.6% 130 1.2% 81% False False 8,171
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 26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,958
2.618 11,680
1.618 11,510
1.000 11,405
0.618 11,340
HIGH 11,235
0.618 11,170
0.500 11,150
0.382 11,130
LOW 11,065
0.618 10,960
1.000 10,895
1.618 10,790
2.618 10,620
4.250 10,343
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 11,183 11,138
PP 11,167 11,075
S1 11,150 11,013

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

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