NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 9,600 9,445 -155 -1.6% 10,245
High 9,635 9,835 200 2.1% 10,395
Low 9,420 9,420 0 0.0% 9,520
Close 9,435 9,790 355 3.8% 9,840
Range 215 415 200 93.0% 875
ATR 296 305 8 2.9% 0
Volume 20,259 14,903 -5,356 -26.4% 87,795
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 10,927 10,773 10,018
R3 10,512 10,358 9,904
R2 10,097 10,097 9,866
R1 9,943 9,943 9,828 10,020
PP 9,682 9,682 9,682 9,720
S1 9,528 9,528 9,752 9,605
S2 9,267 9,267 9,714
S3 8,852 9,113 9,676
S4 8,437 8,698 9,562
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 9,870 9,290 580 5.9% 309 3.2% 86% False False 18,721
10 10,550 9,290 1,260 12.9% 310 3.2% 40% False False 16,767
20 11,165 9,290 1,875 19.2% 352 3.6% 27% False False 18,887
40 11,450 9,290 2,160 22.1% 259 2.6% 23% False False 14,729
60 11,450 9,290 2,160 22.1% 212 2.2% 23% False False 12,663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 56
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,599
2.618 10,922
1.618 10,507
1.000 10,250
0.618 10,092
HIGH 9,835
0.618 9,677
0.500 9,628
0.382 9,579
LOW 9,420
0.618 9,164
1.000 9,005
1.618 8,749
2.618 8,334
4.250 7,656
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 9,736 9,714
PP 9,682 9,638
S1 9,628 9,563

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

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