NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 10,675 10,175 -500 -4.7% 11,015
High 10,745 10,515 -230 -2.1% 11,165
Low 9,670 10,050 380 3.9% 9,670
Close 10,195 10,185 -10 -0.1% 10,185
Range 1,075 465 -610 -56.7% 1,495
ATR 259 274 15 5.7% 0
Volume 17,359 50,182 32,823 189.1% 109,690
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 11,645 11,380 10,441
R3 11,180 10,915 10,313
R2 10,715 10,715 10,270
R1 10,450 10,450 10,228 10,583
PP 10,250 10,250 10,250 10,316
S1 9,985 9,985 10,143 10,118
S2 9,785 9,785 10,100
S3 9,320 9,520 10,057
S4 8,855 9,055 9,929
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 14,825 14,000 11,007
R3 13,330 12,505 10,596
R2 11,835 11,835 10,459
R1 11,010 11,010 10,322 10,675
PP 10,340 10,340 10,340 10,173
S1 9,515 9,515 10,048 9,180
S2 8,845 8,845 9,911
S3 7,350 8,020 9,774
S4 5,855 6,525 9,363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,165 9,670 1,495 14.7% 478 4.7% 34% False False 21,938
10 11,235 9,670 1,565 15.4% 345 3.4% 33% False False 18,751
20 11,390 9,670 1,720 16.9% 260 2.6% 30% False False 14,805
40 11,450 9,670 1,780 17.5% 186 1.8% 29% False False 11,336
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,491
2.618 11,732
1.618 11,267
1.000 10,980
0.618 10,802
HIGH 10,515
0.618 10,337
0.500 10,283
0.382 10,228
LOW 10,050
0.618 9,763
1.000 9,585
1.618 9,298
2.618 8,833
4.250 8,074
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 10,283 10,230
PP 10,250 10,215
S1 10,218 10,200

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

View Archives - Comment on this page... - Back to Index of Symbols