NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 9,570 9,430 -140 -1.5% 9,750
High 9,570 9,580 10 0.1% 9,830
Low 9,335 9,330 -5 -0.1% 8,200
Close 9,445 9,555 110 1.2% 9,245
Range 235 250 15 6.4% 1,630
ATR 325 320 -5 -1.7% 0
Volume 11,275 9,599 -1,676 -14.9% 220,442
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 10,238 10,147 9,693
R3 9,988 9,897 9,624
R2 9,738 9,738 9,601
R1 9,647 9,647 9,578 9,693
PP 9,488 9,488 9,488 9,511
S1 9,397 9,397 9,532 9,443
S2 9,238 9,238 9,509
S3 8,988 9,147 9,486
S4 8,738 8,897 9,418
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 8,835 795 8.3% 300 3.1% 91% False False 15,435
10 10,345 8,200 2,145 22.4% 524 5.5% 63% False False 29,975
20 10,760 8,200 2,560 26.8% 347 3.6% 53% False False 18,293
40 10,855 8,200 2,655 27.8% 189 2.0% 51% False False 9,169
60 10,855 8,200 2,655 27.8% 126 1.3% 51% False False 6,113
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 94
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,643
2.618 10,235
1.618 9,985
1.000 9,830
0.618 9,735
HIGH 9,580
0.618 9,485
0.500 9,455
0.382 9,426
LOW 9,330
0.618 9,176
1.000 9,080
1.618 8,926
2.618 8,676
4.250 8,268
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 9,522 9,530
PP 9,488 9,505
S1 9,455 9,480

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

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