NIKKEI 225 Index Future (Globex) June 2011

Trading Metrics calculated at close of trading on 13-May-2011

Day Change Summary
	Previous	Current
	12-May-2011	13-May-2011	Change	Change %	Previous Week
Open	9,735	9,785	50	0.5%	9,830
High	9,845	9,785	-60	-0.6%	9,935
Low	9,660	9,560	-100	-1.0%	9,560
Close	9,775	9,590	-185	-1.9%	9,590
Range	185	225	40	21.6%	375
ATR	176	179	4	2.0%	0
Volume	9,818	9,974	156	1.6%	40,946

Daily Pivots for day following 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,320	10,180	9,714
R3	10,095	9,955	9,652
R2	9,870	9,870	9,631
R1	9,730	9,730	9,611	9,688
PP	9,645	9,645	9,645	9,624
S1	9,505	9,505	9,570	9,463
S2	9,420	9,420	9,549
S3	9,195	9,280	9,528
S4	8,970	9,055	9,466

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,820	10,580	9,796
R3	10,445	10,205	9,693
R2	10,070	10,070	9,659
R1	9,830	9,830	9,625	9,763
PP	9,695	9,695	9,695	9,661
S1	9,455	9,455	9,556	9,388
S2	9,320	9,320	9,521
S3	8,945	9,080	9,487
S4	8,570	8,705	9,384

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,935	9,560	375	3.9%	179	1.9%	8%	False	True	8,189
10	10,055	9,560	495	5.2%	165	1.7%	6%	False	True	8,484
20	10,055	9,375	680	7.1%	158	1.6%	32%	False	False	8,032
40	10,055	8,835	1,220	12.7%	187	1.9%	62%	False	False	9,747
60	10,855	8,200	2,655	27.7%	223	2.3%	52%	False	False	11,317
80	10,855	8,200	2,655	27.7%	169	1.8%	52%	False	False	8,493
100	10,855	8,200	2,655	27.7%	135	1.4%	52%	False	False	6,795

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	26
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	10,741
2.618	10,374
1.618	10,149
1.000	10,010
0.618	9,924
HIGH	9,785
0.618	9,699
0.500	9,673
0.382	9,646
LOW	9,560
0.618	9,421
1.000	9,335
1.618	9,196
2.618	8,971
4.250	8,604

Fisher Pivots for day following 13-May-2011
Pivot	1 day	3 day
R1	9,673	9,748
PP	9,645	9,695
S1	9,618	9,643

Download as Excel Spreadsheet

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

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