NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 11,080 11,015 -65 -0.6% 11,065
High 11,125 11,165 40 0.4% 11,235
Low 10,960 10,940 -20 -0.2% 10,850
Close 11,005 11,115 110 1.0% 11,005
Range 165 225 60 36.4% 385
ATR 175 178 4 2.1% 0
Volume 11,222 11,640 418 3.7% 77,821
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 11,748 11,657 11,239
R3 11,523 11,432 11,177
R2 11,298 11,298 11,156
R1 11,207 11,207 11,136 11,253
PP 11,073 11,073 11,073 11,096
S1 10,982 10,982 11,095 11,028
S2 10,848 10,848 11,074
S3 10,623 10,757 11,053
S4 10,398 10,532 10,991
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 12,185 11,980 11,217
R3 11,800 11,595 11,111
R2 11,415 11,415 11,076
R1 11,210 11,210 11,040 11,120
PP 11,030 11,030 11,030 10,985
S1 10,825 10,825 10,970 10,735
S2 10,645 10,645 10,935
S3 10,260 10,440 10,899
S4 9,875 10,055 10,793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,230 10,850 380 3.4% 222 2.0% 70% False False 15,658
10 11,235 10,790 445 4.0% 197 1.8% 73% False False 13,938
20 11,450 10,790 660 5.9% 174 1.6% 49% False False 11,241
40 11,450 10,480 970 8.7% 145 1.3% 65% False False 10,108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,121
2.618 11,754
1.618 11,529
1.000 11,390
0.618 11,304
HIGH 11,165
0.618 11,079
0.500 11,053
0.382 11,026
LOW 10,940
0.618 10,801
1.000 10,715
1.618 10,576
2.618 10,351
4.250 9,984
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 11,094 11,093
PP 11,073 11,072
S1 11,053 11,050

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

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