NIKKEI 225 Index Future (Globex) June 2010

Trading Metrics calculated at close of trading on 27-Apr-2010

Day Change Summary
	Previous	Current
	26-Apr-2010	27-Apr-2010	Change	Change %	Previous Week
Open	11,065	11,170	105	0.9%	10,915
High	11,235	11,230	-5	0.0%	11,125
Low	11,065	10,865	-200	-1.8%	10,790
Close	11,200	10,915	-285	-2.5%	11,030
Range	170	365	195	114.7%	335
ATR	161	175	15	9.1%	0
Volume	11,168	12,889	1,721	15.4%	72,495

Daily Pivots for day following 27-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	12,098	11,872	11,116
R3	11,733	11,507	11,016
R2	11,368	11,368	10,982
R1	11,142	11,142	10,949	11,073
PP	11,003	11,003	11,003	10,969
S1	10,777	10,777	10,882	10,708
S2	10,638	10,638	10,848
S3	10,273	10,412	10,815
S4	9,908	10,047	10,714

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	4.1%	223	2.0%	28%	False	False	11,476
10	11,350	10,790	560	5.1%	202	1.9%	22%	False	False	11,874
20	11,450	10,790	660	6.0%	158	1.4%	19%	False	False	9,288
40	11,450	10,155	1,295	11.9%	138	1.3%	59%	False	False	8,492

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	12,781
2.618	12,186
1.618	11,821
1.000	11,595
0.618	11,456
HIGH	11,230
0.618	11,091
0.500	11,048
0.382	11,005
LOW	10,865
0.618	10,640
1.000	10,500
1.618	10,275
2.618	9,910
4.250	9,314

Fisher Pivots for day following 27-Apr-2010
Pivot	1 day	3 day
R1	11,048	11,050
PP	11,003	11,005
S1	10,959	10,960

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