NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 10,480 10,530 50 0.5% 10,760
High 10,500 10,530 30 0.3% 10,855
Low 10,480 10,320 -160 -1.5% 10,745
Close 10,535 10,410 -125 -1.2% 10,830
Range 20 210 190 950.0% 110
ATR 39 52 13 31.7% 0
Volume 319 101 -218 -68.3% 42
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,050 10,940 10,526
R3 10,840 10,730 10,468
R2 10,630 10,630 10,449
R1 10,520 10,520 10,429 10,470
PP 10,420 10,420 10,420 10,395
S1 10,310 10,310 10,391 10,260
S2 10,210 10,210 10,372
S3 10,000 10,100 10,352
S4 9,790 9,890 10,295
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,140 11,095 10,891
R3 11,030 10,985 10,860
R2 10,920 10,920 10,850
R1 10,875 10,875 10,840 10,898
PP 10,810 10,810 10,810 10,821
S1 10,765 10,765 10,820 10,788
S2 10,700 10,700 10,810
S3 10,590 10,655 10,800
S4 10,480 10,545 10,770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,855 10,320 535 5.1% 91 0.9% 17% False True 94
10 10,855 10,320 535 5.1% 51 0.5% 17% False True 51
20 10,855 10,220 635 6.1% 30 0.3% 30% False False 45
40 10,855 10,210 645 6.2% 15 0.1% 31% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,423
2.618 11,080
1.618 10,870
1.000 10,740
0.618 10,660
HIGH 10,530
0.618 10,450
0.500 10,425
0.382 10,400
LOW 10,320
0.618 10,190
1.000 10,110
1.618 9,980
2.618 9,770
4.250 9,428
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 10,425 10,515
PP 10,420 10,480
S1 10,415 10,445

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

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