NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 9,910 9,735 -175 -1.8% 9,925
High 9,935 9,845 -90 -0.9% 10,055
Low 9,725 9,660 -65 -0.7% 9,690
Close 9,790 9,775 -15 -0.2% 9,800
Range 210 185 -25 -11.9% 365
ATR 175 176 1 0.4% 0
Volume 9,753 9,818 65 0.7% 43,896
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 10,315 10,230 9,877
R3 10,130 10,045 9,826
R2 9,945 9,945 9,809
R1 9,860 9,860 9,792 9,903
PP 9,760 9,760 9,760 9,781
S1 9,675 9,675 9,758 9,718
S2 9,575 9,575 9,741
S3 9,390 9,490 9,724
S4 9,205 9,305 9,673
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 9,935 9,660 275 2.8% 167 1.7% 42% False True 8,418
10 10,055 9,660 395 4.0% 150 1.5% 29% False True 7,968
20 10,055 9,375 680 7.0% 153 1.6% 59% False False 7,887
40 10,055 8,200 1,855 19.0% 202 2.1% 85% False False 10,425
60 10,855 8,200 2,655 27.2% 219 2.2% 59% False False 11,151
80 10,855 8,200 2,655 27.2% 166 1.7% 59% False False 8,369
100 10,855 8,200 2,655 27.2% 133 1.4% 59% False False 6,695
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 True
Bear Hook False
Bull Hook False
Stretch 28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,631
2.618 10,329
1.618 10,144
1.000 10,030
0.618 9,959
HIGH 9,845
0.618 9,774
0.500 9,753
0.382 9,731
LOW 9,660
0.618 9,546
1.000 9,475
1.618 9,361
2.618 9,176
4.250 8,874
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 9,768 9,798
PP 9,760 9,790
S1 9,753 9,783

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

View Archives - Comment on this page... - Back to Index of Symbols