NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 9,665 9,610 -55 -0.6% 9,830
High 9,825 9,835 10 0.1% 9,870
Low 9,560 9,575 15 0.2% 9,290
Close 9,630 9,815 185 1.9% 9,650
Range 265 260 -5 -1.9% 580
ATR 298 295 -3 -0.9% 0
Volume 15,803 11,415 -4,388 -27.8% 83,086
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,522 10,428 9,958
R3 10,262 10,168 9,887
R2 10,002 10,002 9,863
R1 9,908 9,908 9,839 9,955
PP 9,742 9,742 9,742 9,765
S1 9,648 9,648 9,791 9,695
S2 9,482 9,482 9,767
S3 9,222 9,388 9,744
S4 8,962 9,128 9,672
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 9,420 450 4.6% 279 2.8% 88% False False 15,407
10 10,195 9,290 905 9.2% 300 3.1% 58% False False 16,901
20 10,805 9,290 1,515 15.4% 349 3.6% 35% False False 19,425
40 11,390 9,290 2,100 21.4% 268 2.7% 25% False False 15,466
60 11,450 9,290 2,160 22.0% 219 2.2% 24% False False 13,318
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,940
2.618 10,516
1.618 10,256
1.000 10,095
0.618 9,996
HIGH 9,835
0.618 9,736
0.500 9,705
0.382 9,674
LOW 9,575
0.618 9,414
1.000 9,315
1.618 9,154
2.618 8,894
4.250 8,470
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 9,778 9,782
PP 9,742 9,748
S1 9,705 9,715

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

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