NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 9,610 9,815 205 2.1% 9,830
High 9,835 10,000 165 1.7% 9,870
Low 9,575 9,795 220 2.3% 9,290
Close 9,815 9,920 105 1.1% 9,650
Range 260 205 -55 -21.2% 580
ATR 295 289 -6 -2.2% 0
Volume 11,415 11,154 -261 -2.3% 83,086
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,520 10,425 10,033
R3 10,315 10,220 9,977
R2 10,110 10,110 9,958
R1 10,015 10,015 9,939 10,063
PP 9,905 9,905 9,905 9,929
S1 9,810 9,810 9,901 9,858
S2 9,700 9,700 9,883
S3 9,495 9,605 9,864
S4 9,290 9,400 9,807
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 10,000 9,420 580 5.8% 277 2.8% 86% True False 13,586
10 10,170 9,290 880 8.9% 299 3.0% 72% False False 16,537
20 10,805 9,290 1,515 15.3% 350 3.5% 42% False False 18,870
40 11,390 9,290 2,100 21.2% 271 2.7% 30% False False 15,554
60 11,450 9,290 2,160 21.8% 220 2.2% 29% False False 13,245
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 46
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,871
2.618 10,537
1.618 10,332
1.000 10,205
0.618 10,127
HIGH 10,000
0.618 9,922
0.500 9,898
0.382 9,873
LOW 9,795
0.618 9,668
1.000 9,590
1.618 9,463
2.618 9,258
4.250 8,924
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 9,913 9,873
PP 9,905 9,827
S1 9,898 9,780

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

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