NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 9,485 9,505 20 0.2% 9,750
High 9,525 9,720 195 2.0% 9,815
Low 9,410 9,505 95 1.0% 9,490
Close 9,515 9,690 175 1.8% 9,600
Range 115 215 100 87.0% 325
ATR 216 216 0 0.0% 0
Volume 8,561 8,071 -490 -5.7% 44,818
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,283 10,202 9,808
R3 10,068 9,987 9,749
R2 9,853 9,853 9,730
R1 9,772 9,772 9,710 9,813
PP 9,638 9,638 9,638 9,659
S1 9,557 9,557 9,670 9,598
S2 9,423 9,423 9,651
S3 9,208 9,342 9,631
S4 8,993 9,127 9,572
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,610 10,430 9,779
R3 10,285 10,105 9,690
R2 9,960 9,960 9,660
R1 9,780 9,780 9,630 9,708
PP 9,635 9,635 9,635 9,599
S1 9,455 9,455 9,570 9,383
S2 9,310 9,310 9,541
S3 8,985 9,130 9,511
S4 8,660 8,805 9,421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,720 9,375 345 3.6% 160 1.7% 91% True False 8,283
10 9,820 9,375 445 4.6% 194 2.0% 71% False False 10,061
20 9,860 9,330 530 5.5% 187 1.9% 68% False False 9,801
40 10,760 8,200 2,560 26.4% 266 2.7% 58% False False 13,809
60 10,855 8,200 2,655 27.4% 184 1.9% 56% False False 9,220
80 10,855 8,200 2,655 27.4% 138 1.4% 56% False False 6,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,634
2.618 10,283
1.618 10,068
1.000 9,935
0.618 9,853
HIGH 9,720
0.618 9,638
0.500 9,613
0.382 9,587
LOW 9,505
0.618 9,372
1.000 9,290
1.618 9,157
2.618 8,942
4.250 8,591
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 9,664 9,643
PP 9,638 9,595
S1 9,613 9,548

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

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