NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 10,175 10,270 95 0.9% 11,015
High 10,515 10,805 290 2.8% 11,165
Low 10,050 10,270 220 2.2% 9,670
Close 10,185 10,715 530 5.2% 10,185
Range 465 535 70 15.1% 1,495
ATR 274 298 25 9.0% 0
Volume 50,182 34,424 -15,758 -31.4% 109,690
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 12,202 11,993 11,009
R3 11,667 11,458 10,862
R2 11,132 11,132 10,813
R1 10,923 10,923 10,764 11,028
PP 10,597 10,597 10,597 10,649
S1 10,388 10,388 10,666 10,493
S2 10,062 10,062 10,617
S3 9,527 9,853 10,568
S4 8,992 9,318 10,421
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 11,125 9,670 1,455 13.6% 540 5.0% 72% False False 26,494
10 11,230 9,670 1,560 14.6% 381 3.6% 67% False False 21,076
20 11,350 9,670 1,680 15.7% 280 2.6% 62% False False 16,095
40 11,450 9,670 1,780 16.6% 196 1.8% 59% False False 11,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,079
2.618 12,206
1.618 11,671
1.000 11,340
0.618 11,136
HIGH 10,805
0.618 10,601
0.500 10,538
0.382 10,474
LOW 10,270
0.618 9,939
1.000 9,735
1.618 9,404
2.618 8,869
4.250 7,996
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 10,656 10,556
PP 10,597 10,397
S1 10,538 10,238

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

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