NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 9,650 9,735 85 0.9% 9,600
High 9,775 9,960 185 1.9% 9,775
Low 9,635 9,725 90 0.9% 9,375
Close 9,735 9,935 200 2.1% 9,665
Range 140 235 95 67.9% 400
ATR 195 198 3 1.5% 0
Volume 7,327 7,858 531 7.2% 34,424
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 10,578 10,492 10,064
R3 10,343 10,257 10,000
R2 10,108 10,108 9,978
R1 10,022 10,022 9,957 10,065
PP 9,873 9,873 9,873 9,895
S1 9,787 9,787 9,914 9,830
S2 9,638 9,638 9,892
S3 9,403 9,552 9,871
S4 9,168 9,317 9,806
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 9,960 9,550 410 4.1% 153 1.5% 94% True False 7,329
10 9,960 9,375 585 5.9% 157 1.6% 96% True False 7,806
20 9,960 9,375 585 5.9% 171 1.7% 96% True False 8,743
40 10,730 8,200 2,530 25.5% 265 2.7% 69% False False 14,704
60 10,855 8,200 2,655 26.7% 195 2.0% 65% False False 9,825
80 10,855 8,200 2,655 26.7% 147 1.5% 65% False False 7,373
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 23
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,959
2.618 10,575
1.618 10,340
1.000 10,195
0.618 10,105
HIGH 9,960
0.618 9,870
0.500 9,843
0.382 9,815
LOW 9,725
0.618 9,580
1.000 9,490
1.618 9,345
2.618 9,110
4.250 8,726
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 9,904 9,875
PP 9,873 9,815
S1 9,843 9,755

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

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