NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 9,755 9,830 75 0.8% 10,245
High 9,870 9,850 -20 -0.2% 10,395
Low 9,520 9,680 160 1.7% 9,520
Close 9,840 9,700 -140 -1.4% 9,840
Range 350 170 -180 -51.4% 875
ATR 304 294 -10 -3.1% 0
Volume 25,175 21,558 -3,617 -14.4% 87,795
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 10,253 10,147 9,794
R3 10,083 9,977 9,747
R2 9,913 9,913 9,731
R1 9,807 9,807 9,716 9,775
PP 9,743 9,743 9,743 9,728
S1 9,637 9,637 9,685 9,605
S2 9,573 9,573 9,669
S3 9,403 9,467 9,653
S4 9,233 9,297 9,607
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 9.0% 291 3.0% 21% False False 18,718
10 10,780 9,520 1,260 13.0% 293 3.0% 14% False False 17,554
20 11,230 9,520 1,710 17.6% 337 3.5% 11% False False 19,315
40 11,450 9,520 1,930 19.9% 240 2.5% 9% False False 14,211
60 11,450 9,520 1,930 19.9% 199 2.1% 9% False False 11,885
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 75
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 10,573
2.618 10,295
1.618 10,125
1.000 10,020
0.618 9,955
HIGH 9,850
0.618 9,785
0.500 9,765
0.382 9,745
LOW 9,680
0.618 9,575
1.000 9,510
1.618 9,405
2.618 9,235
4.250 8,958
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 9,765 9,845
PP 9,743 9,797
S1 9,722 9,748

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

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