NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 9,750 9,850 100 1.0% 9,385
High 9,860 9,850 -10 -0.1% 9,860
Low 9,715 9,725 10 0.1% 9,330
Close 9,825 9,745 -80 -0.8% 9,825
Range 145 125 -20 -13.8% 530
ATR 272 261 -10 -3.9% 0
Volume 7,310 7,710 400 5.5% 47,773
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,148 10,072 9,814
R3 10,023 9,947 9,780
R2 9,898 9,898 9,768
R1 9,822 9,822 9,757 9,798
PP 9,773 9,773 9,773 9,761
S1 9,697 9,697 9,734 9,673
S2 9,648 9,648 9,722
S3 9,523 9,572 9,711
S4 9,398 9,447 9,676
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 11,262 11,073 10,117
R3 10,732 10,543 9,971
R2 10,202 10,202 9,922
R1 10,013 10,013 9,874 10,108
PP 9,672 9,672 9,672 9,719
S1 9,483 9,483 9,777 9,578
S2 9,142 9,142 9,728
S3 8,612 8,953 9,679
S4 8,082 8,423 9,534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,860 9,330 530 5.4% 187 1.9% 78% False False 9,662
10 9,860 9,330 530 5.4% 194 2.0% 78% False False 10,362
20 10,620 8,200 2,420 24.8% 351 3.6% 64% False False 21,145
40 10,855 8,200 2,655 27.2% 217 2.2% 58% False False 10,920
60 10,855 8,200 2,655 27.2% 146 1.5% 58% False False 7,286
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 10,381
2.618 10,177
1.618 10,052
1.000 9,975
0.618 9,927
HIGH 9,850
0.618 9,802
0.500 9,788
0.382 9,773
LOW 9,725
0.618 9,648
1.000 9,600
1.618 9,523
2.618 9,398
4.250 9,194
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 9,788 9,775
PP 9,773 9,765
S1 9,759 9,755

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

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