NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 9,830 9,685 -145 -1.5% 10,245
High 9,850 9,685 -165 -1.7% 10,395
Low 9,680 9,290 -390 -4.0% 9,520
Close 9,700 9,555 -145 -1.5% 9,840
Range 170 395 225 132.4% 875
ATR 294 303 8 2.8% 0
Volume 21,558 11,710 -9,848 -45.7% 87,795
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 10,695 10,520 9,772
R3 10,300 10,125 9,664
R2 9,905 9,905 9,628
R1 9,730 9,730 9,591 9,620
PP 9,510 9,510 9,510 9,455
S1 9,335 9,335 9,519 9,225
S2 9,115 9,115 9,483
S3 8,720 8,940 9,447
S4 8,325 8,545 9,338
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 10,195 9,290 905 9.5% 321 3.4% 29% False True 18,396
10 10,680 9,290 1,390 14.5% 291 3.0% 19% False True 16,081
20 11,165 9,290 1,875 19.6% 338 3.5% 14% False True 19,256
40 11,450 9,290 2,160 22.6% 248 2.6% 12% False True 14,272
60 11,450 9,290 2,160 22.6% 205 2.1% 12% False True 12,080
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 68
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,364
2.618 10,719
1.618 10,324
1.000 10,080
0.618 9,929
HIGH 9,685
0.618 9,534
0.500 9,488
0.382 9,441
LOW 9,290
0.618 9,046
1.000 8,895
1.618 8,651
2.618 8,256
4.250 7,611
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 9,533 9,580
PP 9,510 9,572
S1 9,488 9,563

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

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