NIKKEI 225 Index Future (Globex) June 2011

Trading Metrics calculated at close of trading on 09-Feb-2011

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	10,640	10,670	30	0.3%	10,220
High	10,640	10,670	30	0.3%	10,485
Low	10,640	10,670	30	0.3%	10,220
Close	10,670	10,605	-65	-0.6%	10,615
Range
ATR	11	10	-1	-7.1%	0
Volume	17	17	0	0.0%	339

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,648	10,627	10,605
R3	10,648	10,627	10,605
R2	10,648	10,648	10,605
R1	10,627	10,627	10,605	10,638
PP	10,648	10,648	10,648	10,654
S1	10,627	10,627	10,605	10,638
S2	10,648	10,648	10,605
S3	10,648	10,627	10,605
S4	10,648	10,627	10,605

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	11,235	11,190	10,761
R3	10,970	10,925	10,688
R2	10,705	10,705	10,664
R1	10,660	10,660	10,639	10,683
PP	10,440	10,440	10,440	10,451
S1	10,395	10,395	10,591	10,418
S2	10,175	10,175	10,567
S3	9,910	10,130	10,542
S4	9,645	9,865	10,469

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,670	10,435	235	2.2%	0	0.0%	72%	True	False	17
10	10,670	10,220	450	4.2%	9	0.1%	86%	True	False	39
20	10,670	10,220	450	4.2%	4	0.0%	86%	True	False	20

Crabel Price Patterns
NR	False
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	1

Fibonacci Retracements and Extensions
4.250	10,670
2.618	10,670
1.618	10,670
1.000	10,670
0.618	10,670
HIGH	10,670
0.618	10,670
0.500	10,670
0.382	10,670
LOW	10,670
0.618	10,670
1.000	10,670
1.618	10,670
2.618	10,670
4.250	10,670

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	10,670	10,643
PP	10,648	10,630
S1	10,627	10,618

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols