NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 9,705 9,650 -55 -0.6% 9,600
High 9,705 9,775 70 0.7% 9,775
Low 9,550 9,635 85 0.9% 9,375
Close 9,635 9,735 100 1.0% 9,665
Range 155 140 -15 -9.7% 400
ATR 199 195 -4 -2.1% 0
Volume 8,293 7,327 -966 -11.6% 34,424
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,135 10,075 9,812
R3 9,995 9,935 9,774
R2 9,855 9,855 9,761
R1 9,795 9,795 9,748 9,825
PP 9,715 9,715 9,715 9,730
S1 9,655 9,655 9,722 9,685
S2 9,575 9,575 9,709
S3 9,435 9,515 9,697
S4 9,295 9,375 9,658
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,805 10,635 9,885
R3 10,405 10,235 9,775
R2 10,005 10,005 9,738
R1 9,835 9,835 9,702 9,920
PP 9,605 9,605 9,605 9,648
S1 9,435 9,435 9,628 9,520
S2 9,205 9,205 9,592
S3 8,805 9,035 9,555
S4 8,405 8,635 9,445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,775 9,505 270 2.8% 149 1.5% 85% True False 7,371
10 9,775 9,375 400 4.1% 153 1.6% 90% True False 7,912
20 9,860 9,375 485 5.0% 176 1.8% 74% False False 9,142
40 10,730 8,200 2,530 26.0% 262 2.7% 61% False False 14,512
60 10,855 8,200 2,655 27.3% 191 2.0% 58% False False 9,695
80 10,855 8,200 2,655 27.3% 145 1.5% 58% False False 7,275
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,370
2.618 10,142
1.618 10,002
1.000 9,915
0.618 9,862
HIGH 9,775
0.618 9,722
0.500 9,705
0.382 9,689
LOW 9,635
0.618 9,549
1.000 9,495
1.618 9,409
2.618 9,269
4.250 9,040
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 9,725 9,711
PP 9,715 9,687
S1 9,705 9,663

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

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