NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 9,510 9,625 115 1.2% 9,830
High 9,625 9,725 100 1.0% 9,935
Low 9,510 9,600 90 0.9% 9,560
Close 9,610 9,705 95 1.0% 9,590
Range 115 125 10 8.7% 375
ATR 170 167 -3 -1.9% 0
Volume 8,954 5,258 -3,696 -41.3% 40,946
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 10,052 10,003 9,774
R3 9,927 9,878 9,740
R2 9,802 9,802 9,728
R1 9,753 9,753 9,717 9,778
PP 9,677 9,677 9,677 9,689
S1 9,628 9,628 9,694 9,653
S2 9,552 9,552 9,682
S3 9,427 9,503 9,671
S4 9,302 9,378 9,636
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 9,845 9,510 335 3.5% 152 1.6% 58% False False 8,169
10 9,935 9,510 425 4.4% 162 1.7% 46% False False 8,522
20 10,055 9,505 550 5.7% 153 1.6% 36% False False 7,771
40 10,055 9,330 725 7.5% 170 1.8% 52% False False 8,866
60 10,760 8,200 2,560 26.4% 225 2.3% 59% False False 11,667
80 10,855 8,200 2,655 27.4% 173 1.8% 57% False False 8,757
100 10,855 8,200 2,655 27.4% 139 1.4% 57% False False 7,006
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,256
2.618 10,052
1.618 9,927
1.000 9,850
0.618 9,802
HIGH 9,725
0.618 9,677
0.500 9,663
0.382 9,648
LOW 9,600
0.618 9,523
1.000 9,475
1.618 9,398
2.618 9,273
4.250 9,069
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 9,691 9,676
PP 9,677 9,647
S1 9,663 9,618

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

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