NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 9,965 9,610 -355 -3.6% 9,665
High 9,970 9,630 -340 -3.4% 10,000
Low 9,555 9,400 -155 -1.6% 9,555
Close 9,615 9,400 -215 -2.2% 9,615
Range 415 230 -185 -44.6% 445
ATR 298 293 -5 -1.6% 0
Volume 11,223 17,718 6,495 57.9% 49,595
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,167 10,013 9,527
R3 9,937 9,783 9,463
R2 9,707 9,707 9,442
R1 9,553 9,553 9,421 9,515
PP 9,477 9,477 9,477 9,458
S1 9,323 9,323 9,379 9,285
S2 9,247 9,247 9,358
S3 9,017 9,093 9,337
S4 8,787 8,863 9,274
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 9,400 600 6.4% 275 2.9% 0% False True 13,462
10 10,000 9,290 710 7.6% 281 3.0% 15% False False 15,039
20 10,805 9,290 1,515 16.1% 305 3.2% 7% False False 16,940
40 11,390 9,290 2,100 22.3% 283 3.0% 5% False False 15,873
60 11,450 9,290 2,160 23.0% 226 2.4% 5% False False 13,204
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,608
2.618 10,232
1.618 10,002
1.000 9,860
0.618 9,772
HIGH 9,630
0.618 9,542
0.500 9,515
0.382 9,488
LOW 9,400
0.618 9,258
1.000 9,170
1.618 9,028
2.618 8,798
4.250 8,423
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 9,515 9,700
PP 9,477 9,600
S1 9,438 9,500

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

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