NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 9,320 9,515 195 2.1% 9,750
High 9,585 9,630 45 0.5% 9,830
Low 9,270 9,420 150 1.6% 8,200
Close 9,540 9,570 30 0.3% 9,245
Range 315 210 -105 -33.3% 1,630
ATR 342 332 -9 -2.8% 0
Volume 23,022 12,342 -10,680 -46.4% 220,442
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 10,170 10,080 9,686
R3 9,960 9,870 9,628
R2 9,750 9,750 9,609
R1 9,660 9,660 9,589 9,705
PP 9,540 9,540 9,540 9,563
S1 9,450 9,450 9,551 9,495
S2 9,330 9,330 9,532
S3 9,120 9,240 9,512
S4 8,910 9,030 9,455
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 13,982 13,243 10,142
R3 12,352 11,613 9,693
R2 10,722 10,722 9,544
R1 9,983 9,983 9,395 9,538
PP 9,092 9,092 9,092 8,869
S1 8,353 8,353 9,096 7,908
S2 7,462 7,462 8,946
S3 5,832 6,723 8,797
S4 4,202 5,093 8,349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,630 8,200 1,430 14.9% 527 5.5% 96% True False 28,605
10 10,620 8,200 2,420 25.3% 511 5.3% 57% False False 30,492
20 10,760 8,200 2,560 26.8% 335 3.5% 54% False False 17,270
40 10,855 8,200 2,655 27.7% 176 1.8% 52% False False 8,647
60 10,855 8,200 2,655 27.7% 118 1.2% 52% False False 5,765
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 90
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 10,523
2.618 10,180
1.618 9,970
1.000 9,840
0.618 9,760
HIGH 9,630
0.618 9,550
0.500 9,525
0.382 9,500
LOW 9,420
0.618 9,290
1.000 9,210
1.618 9,080
2.618 8,870
4.250 8,528
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 9,555 9,458
PP 9,540 9,345
S1 9,525 9,233

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

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