NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 9,850 9,755 -95 -1.0% 9,385
High 9,850 9,760 -90 -0.9% 9,860
Low 9,725 9,600 -125 -1.3% 9,330
Close 9,745 9,670 -75 -0.8% 9,825
Range 125 160 35 28.0% 530
ATR 261 254 -7 -2.8% 0
Volume 7,710 7,727 17 0.2% 47,773
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,157 10,073 9,758
R3 9,997 9,913 9,714
R2 9,837 9,837 9,699
R1 9,753 9,753 9,685 9,715
PP 9,677 9,677 9,677 9,658
S1 9,593 9,593 9,655 9,555
S2 9,517 9,517 9,641
S3 9,357 9,433 9,626
S4 9,197 9,273 9,582
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 9,495 365 3.8% 180 1.9% 48% False False 9,152
10 9,860 9,330 530 5.5% 189 1.9% 64% False False 9,901
20 10,620 8,200 2,420 25.0% 350 3.6% 61% False False 20,196
40 10,855 8,200 2,655 27.5% 221 2.3% 55% False False 11,113
60 10,855 8,200 2,655 27.5% 149 1.5% 55% False False 7,415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,440
2.618 10,179
1.618 10,019
1.000 9,920
0.618 9,859
HIGH 9,760
0.618 9,699
0.500 9,680
0.382 9,661
LOW 9,600
0.618 9,501
1.000 9,440
1.618 9,341
2.618 9,181
4.250 8,920
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 9,680 9,730
PP 9,677 9,710
S1 9,673 9,690

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

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