NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 9,410 9,500 90 1.0% 9,665
High 9,585 9,615 30 0.3% 10,000
Low 9,370 9,385 15 0.2% 9,555
Close 9,510 9,490 -20 -0.2% 9,615
Range 215 230 15 7.0% 445
ATR 287 283 -4 -1.4% 0
Volume 21,518 19,820 -1,698 -7.9% 49,595
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,187 10,068 9,617
R3 9,957 9,838 9,553
R2 9,727 9,727 9,532
R1 9,608 9,608 9,511 9,553
PP 9,497 9,497 9,497 9,469
S1 9,378 9,378 9,469 9,323
S2 9,267 9,267 9,448
S3 9,037 9,148 9,427
S4 8,807 8,918 9,364
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 9,370 630 6.6% 259 2.7% 19% False False 16,286
10 10,000 9,370 630 6.6% 269 2.8% 19% False False 15,846
20 10,680 9,290 1,390 14.6% 280 2.9% 14% False False 15,964
40 11,350 9,290 2,060 21.7% 287 3.0% 10% False False 16,558
60 11,450 9,290 2,160 22.8% 229 2.4% 9% False False 13,491
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,593
2.618 10,217
1.618 9,987
1.000 9,845
0.618 9,757
HIGH 9,615
0.618 9,527
0.500 9,500
0.382 9,473
LOW 9,385
0.618 9,243
1.000 9,155
1.618 9,013
2.618 8,783
4.250 8,408
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 9,500 9,500
PP 9,497 9,497
S1 9,493 9,493

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

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