NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 11,015 11,120 105 1.0% 11,065
High 11,165 11,125 -40 -0.4% 11,235
Low 10,940 10,695 -245 -2.2% 10,850
Close 11,115 10,730 -385 -3.5% 11,005
Range 225 430 205 91.1% 385
ATR 178 196 18 10.1% 0
Volume 11,640 8,250 -3,390 -29.1% 77,821
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 12,140 11,865 10,967
R3 11,710 11,435 10,848
R2 11,280 11,280 10,809
R1 11,005 11,005 10,770 10,928
PP 10,850 10,850 10,850 10,811
S1 10,575 10,575 10,691 10,498
S2 10,420 10,420 10,651
S3 9,990 10,145 10,612
S4 9,560 9,715 10,494
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 11,165 10,695 470 4.4% 235 2.2% 7% False True 14,730
10 11,235 10,695 540 5.0% 229 2.1% 6% False True 13,103
20 11,390 10,695 695 6.5% 187 1.7% 5% False True 11,506
40 11,450 10,480 970 9.0% 154 1.4% 26% False False 10,265
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 50 trading days
Fibonacci Retracements and Extensions
4.250 12,953
2.618 12,251
1.618 11,821
1.000 11,555
0.618 11,391
HIGH 11,125
0.618 10,961
0.500 10,910
0.382 10,859
LOW 10,695
0.618 10,429
1.000 10,265
1.618 9,999
2.618 9,569
4.250 8,868
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 10,910 10,930
PP 10,850 10,863
S1 10,790 10,797

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

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