NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 9,895 9,790 -105 -1.1% 9,925
High 9,895 9,935 40 0.4% 10,055
Low 9,690 9,770 80 0.8% 9,690
Close 9,770 9,800 30 0.3% 9,800
Range 205 165 -40 -19.5% 365
ATR 179 178 -1 -0.5% 0
Volume 12,105 11,121 -984 -8.1% 43,896
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 10,330 10,230 9,891
R3 10,165 10,065 9,846
R2 10,000 10,000 9,830
R1 9,900 9,900 9,815 9,950
PP 9,835 9,835 9,835 9,860
S1 9,735 9,735 9,785 9,785
S2 9,670 9,670 9,770
S3 9,505 9,570 9,755
S4 9,340 9,405 9,709
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 10,943 10,737 10,001
R3 10,578 10,372 9,901
R2 10,213 10,213 9,867
R1 10,007 10,007 9,834 9,928
PP 9,848 9,848 9,848 9,809
S1 9,642 9,642 9,767 9,563
S2 9,483 9,483 9,733
S3 9,118 9,277 9,700
S4 8,753 8,912 9,599
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,055 9,690 365 3.7% 151 1.5% 30% False False 8,779
10 10,055 9,550 505 5.2% 147 1.5% 50% False False 7,877
20 10,055 9,375 680 6.9% 162 1.7% 63% False False 8,481
40 10,345 8,200 2,145 21.9% 258 2.6% 75% False False 14,288
60 10,855 8,200 2,655 27.1% 209 2.1% 60% False False 10,635
80 10,855 8,200 2,655 27.1% 158 1.6% 60% False False 7,982
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 16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,636
2.618 10,367
1.618 10,202
1.000 10,100
0.618 10,037
HIGH 9,935
0.618 9,872
0.500 9,853
0.382 9,833
LOW 9,770
0.618 9,668
1.000 9,605
1.618 9,503
2.618 9,338
4.250 9,069
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 9,853 9,823
PP 9,835 9,815
S1 9,818 9,808

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

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