NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 9,685 9,600 -85 -0.9% 10,245
High 9,685 9,635 -50 -0.5% 10,395
Low 9,290 9,420 130 1.4% 9,520
Close 9,555 9,435 -120 -1.3% 9,840
Range 395 215 -180 -45.6% 875
ATR 303 296 -6 -2.1% 0
Volume 11,710 20,259 8,549 73.0% 87,795
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 10,142 10,003 9,553
R3 9,927 9,788 9,494
R2 9,712 9,712 9,475
R1 9,573 9,573 9,455 9,535
PP 9,497 9,497 9,497 9,478
S1 9,358 9,358 9,415 9,320
S2 9,282 9,282 9,396
S3 9,067 9,143 9,376
S4 8,852 8,928 9,317
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 10,170 9,290 880 9.3% 321 3.4% 16% False False 19,489
10 10,680 9,290 1,390 14.7% 290 3.1% 10% False False 16,557
20 11,165 9,290 1,875 19.9% 341 3.6% 8% False False 19,284
40 11,450 9,290 2,160 22.9% 251 2.7% 7% False False 14,628
60 11,450 9,290 2,160 22.9% 207 2.2% 7% False False 12,417
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,549
2.618 10,198
1.618 9,983
1.000 9,850
0.618 9,768
HIGH 9,635
0.618 9,553
0.500 9,528
0.382 9,502
LOW 9,420
0.618 9,287
1.000 9,205
1.618 9,072
2.618 8,857
4.250 8,506
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 9,528 9,570
PP 9,497 9,525
S1 9,466 9,480

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

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