NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 9,965 9,920 -45 -0.5% 9,680
High 9,990 9,955 -35 -0.4% 9,970
Low 9,880 9,810 -70 -0.7% 9,550
Close 9,940 9,855 -85 -0.9% 9,945
Range 110 145 35 31.8% 420
ATR 179 177 -2 -1.4% 0
Volume 6,385 8,690 2,305 36.1% 34,875
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 10,308 10,227 9,935
R3 10,163 10,082 9,895
R2 10,018 10,018 9,882
R1 9,937 9,937 9,868 9,905
PP 9,873 9,873 9,873 9,858
S1 9,792 9,792 9,842 9,760
S2 9,728 9,728 9,829
S3 9,583 9,647 9,815
S4 9,438 9,502 9,775
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 9,725 330 3.3% 138 1.4% 39% False False 6,668
10 10,055 9,505 550 5.6% 144 1.5% 64% False False 7,020
20 10,055 9,375 680 6.9% 165 1.7% 71% False False 8,521
40 10,620 8,200 2,420 24.6% 258 2.6% 68% False False 14,358
60 10,855 8,200 2,655 26.9% 203 2.1% 62% False False 10,249
80 10,855 8,200 2,655 26.9% 153 1.6% 62% False False 7,691
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 19
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,571
2.618 10,335
1.618 10,190
1.000 10,100
0.618 10,045
HIGH 9,955
0.618 9,900
0.500 9,883
0.382 9,866
LOW 9,810
0.618 9,721
1.000 9,665
1.618 9,576
2.618 9,431
4.250 9,194
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 9,883 9,933
PP 9,873 9,907
S1 9,864 9,881

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

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