NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 10,550 10,480 -70 -0.7% 10,270
High 10,680 10,550 -130 -1.2% 10,805
Low 10,460 10,155 -305 -2.9% 10,155
Close 10,495 10,320 -175 -1.7% 10,320
Range 220 395 175 79.5% 650
ATR 295 302 7 2.4% 0
Volume 12,803 11,450 -1,353 -10.6% 100,611
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 11,527 11,318 10,537
R3 11,132 10,923 10,429
R2 10,737 10,737 10,393
R1 10,528 10,528 10,356 10,435
PP 10,342 10,342 10,342 10,295
S1 10,133 10,133 10,284 10,040
S2 9,947 9,947 10,248
S3 9,552 9,738 10,212
S4 9,157 9,343 10,103
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 12,377 11,998 10,678
R3 11,727 11,348 10,499
R2 11,077 11,077 10,439
R1 10,698 10,698 10,380 10,888
PP 10,427 10,427 10,427 10,521
S1 10,048 10,048 10,261 10,238
S2 9,777 9,777 10,201
S3 9,127 9,398 10,141
S4 8,477 8,748 9,963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,805 10,155 650 6.3% 357 3.5% 25% False True 20,122
10 11,165 9,670 1,495 14.5% 418 4.0% 43% False False 21,030
20 11,235 9,670 1,565 15.2% 304 2.9% 42% False False 18,030
40 11,450 9,670 1,780 17.2% 219 2.1% 37% False False 12,757
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 67
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,229
2.618 11,584
1.618 11,189
1.000 10,945
0.618 10,794
HIGH 10,550
0.618 10,399
0.500 10,353
0.382 10,306
LOW 10,155
0.618 9,911
1.000 9,760
1.618 9,516
2.618 9,121
4.250 8,476
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 10,353 10,418
PP 10,342 10,385
S1 10,331 10,353

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

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