NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 10,550 10,450 -100 -0.9% 10,710
High 10,550 10,685 135 1.3% 10,710
Low 10,490 10,450 -40 -0.4% 10,320
Close 10,525 10,660 135 1.3% 10,525
Range 60 235 175 291.7% 390
ATR 58 71 13 21.6% 0
Volume 153 163 10 6.5% 604
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,303 11,217 10,789
R3 11,068 10,982 10,725
R2 10,833 10,833 10,703
R1 10,747 10,747 10,682 10,790
PP 10,598 10,598 10,598 10,620
S1 10,512 10,512 10,639 10,555
S2 10,363 10,363 10,617
S3 10,128 10,277 10,596
S4 9,893 10,042 10,531
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 11,688 11,497 10,740
R3 11,298 11,107 10,632
R2 10,908 10,908 10,597
R1 10,717 10,717 10,561 10,618
PP 10,518 10,518 10,518 10,469
S1 10,327 10,327 10,489 10,228
S2 10,128 10,128 10,454
S3 9,738 9,937 10,418
S4 9,348 9,547 10,311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,710 10,320 390 3.7% 150 1.4% 87% False False 153
10 10,855 10,320 535 5.0% 75 0.7% 64% False False 80
20 10,855 10,220 635 6.0% 40 0.4% 69% False False 60
40 10,855 10,210 645 6.1% 22 0.2% 70% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 52 trading days
Fibonacci Retracements and Extensions
4.250 11,684
2.618 11,300
1.618 11,065
1.000 10,920
0.618 10,830
HIGH 10,685
0.618 10,595
0.500 10,568
0.382 10,540
LOW 10,450
0.618 10,305
1.000 10,215
1.618 10,070
2.618 9,835
4.250 9,451
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 10,629 10,608
PP 10,598 10,555
S1 10,568 10,503

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

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