NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 10,450 10,550 100 1.0% 11,015
High 10,580 10,680 100 0.9% 11,165
Low 10,360 10,460 100 1.0% 9,670
Close 10,555 10,495 -60 -0.6% 10,185
Range 220 220 0 0.0% 1,495
ATR 301 295 -6 -1.9% 0
Volume 15,500 12,803 -2,697 -17.4% 109,690
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 11,205 11,070 10,616
R3 10,985 10,850 10,556
R2 10,765 10,765 10,535
R1 10,630 10,630 10,515 10,588
PP 10,545 10,545 10,545 10,524
S1 10,410 10,410 10,475 10,368
S2 10,325 10,325 10,455
S3 10,105 10,190 10,435
S4 9,885 9,970 10,374
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 10,050 755 7.2% 371 3.5% 59% False False 27,868
10 11,165 9,670 1,495 14.2% 395 3.8% 55% False False 21,007
20 11,270 9,670 1,600 15.2% 305 2.9% 52% False False 17,783
40 11,450 9,670 1,780 17.0% 212 2.0% 46% False False 12,648
Crabel Price Patterns
NR False
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 64
Fibonacci Retracements and Extensions
4.250 11,615
2.618 11,256
1.618 11,036
1.000 10,900
0.618 10,816
HIGH 10,680
0.618 10,596
0.500 10,570
0.382 10,544
LOW 10,460
0.618 10,324
1.000 10,240
1.618 10,104
2.618 9,884
4.250 9,525
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 10,570 10,570
PP 10,545 10,545
S1 10,520 10,520

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

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