NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 11,120 10,715 -405 -3.6% 11,065
High 11,125 10,790 -335 -3.0% 11,235
Low 10,695 10,595 -100 -0.9% 10,850
Close 10,730 10,670 -60 -0.6% 11,005
Range 430 195 -235 -54.7% 385
ATR 196 196 0 0.0% 0
Volume 8,250 22,259 14,009 169.8% 77,821
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 11,270 11,165 10,777
R3 11,075 10,970 10,724
R2 10,880 10,880 10,706
R1 10,775 10,775 10,688 10,730
PP 10,685 10,685 10,685 10,663
S1 10,580 10,580 10,652 10,535
S2 10,490 10,490 10,634
S3 10,295 10,385 10,617
S4 10,100 10,190 10,563
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 10,595 570 5.3% 240 2.2% 13% False True 15,242
10 11,235 10,595 640 6.0% 235 2.2% 12% False True 14,238
20 11,390 10,595 795 7.5% 193 1.8% 9% False True 12,239
40 11,450 10,480 970 9.1% 155 1.5% 20% False False 10,432
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 38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,619
2.618 11,301
1.618 11,106
1.000 10,985
0.618 10,911
HIGH 10,790
0.618 10,716
0.500 10,693
0.382 10,670
LOW 10,595
0.618 10,475
1.000 10,400
1.618 10,280
2.618 10,085
4.250 9,766
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 10,693 10,880
PP 10,685 10,810
S1 10,678 10,740

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

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