NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 9,785 9,550 -235 -2.4% 9,830
High 9,785 9,630 -155 -1.6% 9,935
Low 9,560 9,520 -40 -0.4% 9,560
Close 9,590 9,530 -60 -0.6% 9,590
Range 225 110 -115 -51.1% 375
ATR 179 174 -5 -2.8% 0
Volume 9,974 6,845 -3,129 -31.4% 40,946
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 9,890 9,820 9,591
R3 9,780 9,710 9,560
R2 9,670 9,670 9,550
R1 9,600 9,600 9,540 9,580
PP 9,560 9,560 9,560 9,550
S1 9,490 9,490 9,520 9,470
S2 9,450 9,450 9,510
S3 9,340 9,380 9,500
S4 9,230 9,270 9,470
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 9,520 415 4.4% 178 1.9% 2% False True 8,615
10 9,990 9,520 470 4.9% 163 1.7% 2% False True 8,609
20 10,055 9,375 680 7.1% 159 1.7% 23% False False 8,049
40 10,055 9,270 785 8.2% 177 1.9% 33% False False 9,395
60 10,850 8,200 2,650 27.8% 225 2.4% 50% False False 11,431
80 10,855 8,200 2,655 27.9% 170 1.8% 50% False False 8,579
100 10,855 8,200 2,655 27.9% 136 1.4% 50% False False 6,863
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 29
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 10,098
2.618 9,918
1.618 9,808
1.000 9,740
0.618 9,698
HIGH 9,630
0.618 9,588
0.500 9,575
0.382 9,562
LOW 9,520
0.618 9,452
1.000 9,410
1.618 9,342
2.618 9,232
4.250 9,053
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 9,575 9,683
PP 9,560 9,632
S1 9,545 9,581

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

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