NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 9,800 9,665 -135 -1.4% 9,830
High 9,870 9,825 -45 -0.5% 9,870
Low 9,630 9,560 -70 -0.7% 9,290
Close 9,650 9,630 -20 -0.2% 9,650
Range 240 265 25 10.4% 580
ATR 300 298 -3 -0.8% 0
Volume 14,656 15,803 1,147 7.8% 83,086
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,467 10,313 9,776
R3 10,202 10,048 9,703
R2 9,937 9,937 9,679
R1 9,783 9,783 9,654 9,728
PP 9,672 9,672 9,672 9,644
S1 9,518 9,518 9,606 9,463
S2 9,407 9,407 9,582
S3 9,142 9,253 9,557
S4 8,877 8,988 9,484
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 11,343 11,077 9,969
R3 10,763 10,497 9,810
R2 10,183 10,183 9,756
R1 9,917 9,917 9,703 9,760
PP 9,603 9,603 9,603 9,525
S1 9,337 9,337 9,597 9,180
S2 9,023 9,023 9,544
S3 8,443 8,757 9,491
S4 7,863 8,177 9,331
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 6.0% 306 3.2% 59% False False 15,466
10 10,395 9,290 1,105 11.5% 299 3.1% 31% False False 17,092
20 11,125 9,290 1,835 19.1% 358 3.7% 19% False False 19,267
40 11,450 9,290 2,160 22.4% 266 2.8% 16% False False 15,254
60 11,450 9,290 2,160 22.4% 216 2.2% 16% False False 13,161
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 56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,951
2.618 10,519
1.618 10,254
1.000 10,090
0.618 9,989
HIGH 9,825
0.618 9,724
0.500 9,693
0.382 9,661
LOW 9,560
0.618 9,396
1.000 9,295
1.618 9,131
2.618 8,866
4.250 8,434
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 9,693 9,645
PP 9,672 9,640
S1 9,651 9,635

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

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