NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 9,375 9,520 145 1.5% 9,320
High 9,525 9,830 305 3.2% 9,630
Low 9,330 9,495 165 1.8% 9,270
Close 9,510 9,790 280 2.9% 9,415
Range 195 335 140 71.8% 360
ATR 289 293 3 1.1% 0
Volume 10,280 15,823 5,543 53.9% 71,167
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 10,710 10,585 9,974
R3 10,375 10,250 9,882
R2 10,040 10,040 9,852
R1 9,915 9,915 9,821 9,978
PP 9,705 9,705 9,705 9,736
S1 9,580 9,580 9,759 9,643
S2 9,370 9,370 9,729
S3 9,035 9,245 9,698
S4 8,700 8,910 9,606
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 10,518 10,327 9,613
R3 10,158 9,967 9,514
R2 9,798 9,798 9,481
R1 9,607 9,607 9,448 9,703
PP 9,438 9,438 9,438 9,486
S1 9,247 9,247 9,382 9,343
S2 9,078 9,078 9,349
S3 8,718 8,887 9,316
S4 8,358 8,527 9,217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,830 9,330 500 5.1% 217 2.2% 92% True False 11,560
10 9,830 8,200 1,630 16.6% 316 3.2% 98% True False 16,247
20 10,730 8,200 2,530 25.8% 359 3.7% 63% False False 20,665
40 10,855 8,200 2,655 27.1% 207 2.1% 60% False False 10,366
60 10,855 8,200 2,655 27.1% 140 1.4% 60% False False 6,916
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 76
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,254
2.618 10,707
1.618 10,372
1.000 10,165
0.618 10,037
HIGH 9,830
0.618 9,702
0.500 9,663
0.382 9,623
LOW 9,495
0.618 9,288
1.000 9,160
1.618 8,953
2.618 8,618
4.250 8,071
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 9,748 9,720
PP 9,705 9,650
S1 9,663 9,580

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

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