NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 9,925 9,965 40 0.4% 9,680
High 10,055 9,990 -65 -0.6% 9,970
Low 9,925 9,880 -45 -0.5% 9,550
Close 9,990 9,940 -50 -0.5% 9,945
Range 130 110 -20 -15.4% 420
ATR 184 179 -5 -2.9% 0
Volume 5,595 6,385 790 14.1% 34,875
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 10,267 10,213 10,001
R3 10,157 10,103 9,970
R2 10,047 10,047 9,960
R1 9,993 9,993 9,950 9,965
PP 9,937 9,937 9,937 9,923
S1 9,883 9,883 9,930 9,855
S2 9,827 9,827 9,920
S3 9,717 9,773 9,910
S4 9,607 9,663 9,880
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 11,082 10,933 10,176
R3 10,662 10,513 10,061
R2 10,242 10,242 10,022
R1 10,093 10,093 9,984 10,168
PP 9,822 9,822 9,822 9,859
S1 9,673 9,673 9,907 9,748
S2 9,402 9,402 9,868
S3 8,982 9,253 9,830
S4 8,562 8,833 9,714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,055 9,635 420 4.2% 137 1.4% 73% False False 6,395
10 10,055 9,410 645 6.5% 141 1.4% 82% False False 7,007
20 10,055 9,375 680 6.8% 166 1.7% 83% False False 8,472
40 10,620 8,200 2,420 24.3% 258 2.6% 72% False False 14,809
60 10,855 8,200 2,655 26.7% 200 2.0% 66% False False 10,104
80 10,855 8,200 2,655 26.7% 151 1.5% 66% False False 7,583
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,458
2.618 10,278
1.618 10,168
1.000 10,100
0.618 10,058
HIGH 9,990
0.618 9,948
0.500 9,935
0.382 9,922
LOW 9,880
0.618 9,812
1.000 9,770
1.618 9,702
2.618 9,592
4.250 9,413
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 9,938 9,968
PP 9,937 9,958
S1 9,935 9,949

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

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