NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 10,140 10,140 0 0.0% 10,270
High 10,195 10,170 -25 -0.2% 10,805
Low 9,980 9,695 -285 -2.9% 10,155
Close 10,125 9,735 -390 -3.9% 10,320
Range 215 475 260 120.9% 650
ATR 287 300 13 4.7% 0
Volume 14,796 18,744 3,948 26.7% 100,611
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 11,292 10,988 9,996
R3 10,817 10,513 9,866
R2 10,342 10,342 9,822
R1 10,038 10,038 9,779 9,953
PP 9,867 9,867 9,867 9,824
S1 9,563 9,563 9,692 9,478
S2 9,392 9,392 9,648
S3 8,917 9,088 9,605
S4 8,442 8,613 9,474
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 10,550 9,695 855 8.8% 310 3.2% 5% False True 14,814
10 10,805 9,695 1,110 11.4% 341 3.5% 4% False True 21,341
20 11,235 9,670 1,565 16.1% 328 3.4% 4% False False 18,182
40 11,450 9,670 1,780 18.3% 236 2.4% 4% False False 13,514
60 11,450 9,670 1,780 18.3% 192 2.0% 4% False False 11,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 74
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 12,189
2.618 11,414
1.618 10,939
1.000 10,645
0.618 10,464
HIGH 10,170
0.618 9,989
0.500 9,933
0.382 9,877
LOW 9,695
0.618 9,402
1.000 9,220
1.618 8,927
2.618 8,452
4.250 7,676
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 9,933 10,045
PP 9,867 9,942
S1 9,801 9,838

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

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