NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 9,815 9,965 150 1.5% 9,665
High 10,000 9,970 -30 -0.3% 10,000
Low 9,795 9,555 -240 -2.5% 9,555
Close 9,920 9,615 -305 -3.1% 9,615
Range 205 415 210 102.4% 445
ATR 289 298 9 3.1% 0
Volume 11,154 11,223 69 0.6% 49,595
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,958 10,702 9,843
R3 10,543 10,287 9,729
R2 10,128 10,128 9,691
R1 9,872 9,872 9,653 9,793
PP 9,713 9,713 9,713 9,674
S1 9,457 9,457 9,577 9,378
S2 9,298 9,298 9,539
S3 8,883 9,042 9,501
S4 8,468 8,627 9,387
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,058 10,782 9,860
R3 10,613 10,337 9,738
R2 10,168 10,168 9,697
R1 9,892 9,892 9,656 9,808
PP 9,723 9,723 9,723 9,681
S1 9,447 9,447 9,574 9,363
S2 9,278 9,278 9,534
S3 8,833 9,002 9,493
S4 8,388 8,557 9,370
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,000 9,555 445 4.6% 277 2.9% 13% False True 12,850
10 10,000 9,290 710 7.4% 293 3.0% 46% False False 15,785
20 10,805 9,290 1,515 15.8% 317 3.3% 21% False False 18,563
40 11,390 9,290 2,100 21.8% 278 2.9% 15% False False 15,616
60 11,450 9,290 2,160 22.5% 224 2.3% 15% False False 13,045
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 43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,734
2.618 11,057
1.618 10,642
1.000 10,385
0.618 10,227
HIGH 9,970
0.618 9,812
0.500 9,763
0.382 9,714
LOW 9,555
0.618 9,299
1.000 9,140
1.618 8,884
2.618 8,469
4.250 7,791
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 9,763 9,778
PP 9,713 9,723
S1 9,664 9,669

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

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