NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 10,270 10,715 445 4.3% 11,015
High 10,805 10,780 -25 -0.2% 11,165
Low 10,270 10,365 95 0.9% 9,670
Close 10,715 10,445 -270 -2.5% 10,185
Range 535 415 -120 -22.4% 1,495
ATR 298 307 8 2.8% 0
Volume 34,424 26,434 -7,990 -23.2% 109,690
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 11,775 11,525 10,673
R3 11,360 11,110 10,559
R2 10,945 10,945 10,521
R1 10,695 10,695 10,483 10,613
PP 10,530 10,530 10,530 10,489
S1 10,280 10,280 10,407 10,198
S2 10,115 10,115 10,369
S3 9,700 9,865 10,331
S4 9,285 9,450 10,217
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 10,805 9,670 1,135 10.9% 537 5.1% 68% False False 30,131
10 11,165 9,670 1,495 14.3% 386 3.7% 52% False False 22,431
20 11,350 9,670 1,680 16.1% 294 2.8% 46% False False 17,153
40 11,450 9,670 1,780 17.0% 204 2.0% 44% False False 12,255
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 54
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,544
2.618 11,867
1.618 11,452
1.000 11,195
0.618 11,037
HIGH 10,780
0.618 10,622
0.500 10,573
0.382 10,524
LOW 10,365
0.618 10,109
1.000 9,950
1.618 9,694
2.618 9,279
4.250 8,601
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 10,573 10,439
PP 10,530 10,433
S1 10,488 10,428

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

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