NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 12-May-2010
Day Change Summary
Previous Current
11-May-2010 12-May-2010 Change Change % Previous Week
Open 10,715 10,450 -265 -2.5% 11,015
High 10,780 10,580 -200 -1.9% 11,165
Low 10,365 10,360 -5 0.0% 9,670
Close 10,445 10,555 110 1.1% 10,185
Range 415 220 -195 -47.0% 1,495
ATR 307 301 -6 -2.0% 0
Volume 26,434 15,500 -10,934 -41.4% 109,690
Daily Pivots for day following 12-May-2010
Classic Woodie Camarilla DeMark
R4 11,158 11,077 10,676
R3 10,938 10,857 10,616
R2 10,718 10,718 10,595
R1 10,637 10,637 10,575 10,678
PP 10,498 10,498 10,498 10,519
S1 10,417 10,417 10,535 10,458
S2 10,278 10,278 10,515
S3 10,058 10,197 10,495
S4 9,838 9,977 10,434
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 10.8% 542 5.1% 78% False False 28,779
10 11,165 9,670 1,495 14.2% 391 3.7% 59% False False 22,011
20 11,350 9,670 1,680 15.9% 299 2.8% 53% False False 17,556
40 11,450 9,670 1,780 16.9% 208 2.0% 50% False False 12,491
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 59
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,515
2.618 11,156
1.618 10,936
1.000 10,800
0.618 10,716
HIGH 10,580
0.618 10,496
0.500 10,470
0.382 10,444
LOW 10,360
0.618 10,224
1.000 10,140
1.618 10,004
2.618 9,784
4.250 9,425
Fisher Pivots for day following 12-May-2010
Pivot 1 day 3 day
R1 10,527 10,549
PP 10,498 10,543
S1 10,470 10,538

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

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