NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 10,140 9,755 -385 -3.8% 10,245
High 10,170 9,870 -300 -2.9% 10,395
Low 9,695 9,520 -175 -1.8% 9,520
Close 9,735 9,840 105 1.1% 9,840
Range 475 350 -125 -26.3% 875
ATR 300 304 4 1.2% 0
Volume 18,744 25,175 6,431 34.3% 87,795
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 10,793 10,667 10,033
R3 10,443 10,317 9,936
R2 10,093 10,093 9,904
R1 9,967 9,967 9,872 10,030
PP 9,743 9,743 9,743 9,775
S1 9,617 9,617 9,808 9,680
S2 9,393 9,393 9,776
S3 9,043 9,267 9,744
S4 8,693 8,917 9,648
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 12,543 12,067 10,321
R3 11,668 11,192 10,081
R2 10,793 10,793 10,001
R1 10,317 10,317 9,920 10,118
PP 9,918 9,918 9,918 9,819
S1 9,442 9,442 9,760 9,243
S2 9,043 9,043 9,680
S3 8,168 8,567 9,600
S4 7,293 7,692 9,359
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,395 9,520 875 8.9% 301 3.1% 37% False True 17,559
10 10,805 9,520 1,285 13.1% 329 3.3% 25% False True 18,840
20 11,235 9,520 1,715 17.4% 337 3.4% 19% False True 18,795
40 11,450 9,520 1,930 19.6% 241 2.4% 17% False True 13,904
60 11,450 9,520 1,930 19.6% 197 2.0% 17% False True 11,526
Crabel Price Patterns
NR True
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 73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,358
2.618 10,786
1.618 10,436
1.000 10,220
0.618 10,086
HIGH 9,870
0.618 9,736
0.500 9,695
0.382 9,654
LOW 9,520
0.618 9,304
1.000 9,170
1.618 8,954
2.618 8,604
4.250 8,033
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 9,792 9,858
PP 9,743 9,852
S1 9,695 9,846

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

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