NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 9,625 9,715 90 0.9% 9,830
High 9,725 9,730 5 0.1% 9,935
Low 9,600 9,605 5 0.1% 9,560
Close 9,705 9,625 -80 -0.8% 9,590
Range 125 125 0 0.0% 375
ATR 167 164 -3 -1.8% 0
Volume 5,258 5,218 -40 -0.8% 40,946
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 10,028 9,952 9,694
R3 9,903 9,827 9,660
R2 9,778 9,778 9,648
R1 9,702 9,702 9,637 9,678
PP 9,653 9,653 9,653 9,641
S1 9,577 9,577 9,614 9,553
S2 9,528 9,528 9,602
S3 9,403 9,452 9,591
S4 9,278 9,327 9,556
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 9,785 9,510 275 2.9% 140 1.5% 42% False False 7,249
10 9,935 9,510 425 4.4% 154 1.6% 27% False False 7,834
20 10,055 9,510 545 5.7% 148 1.5% 21% False False 7,628
40 10,055 9,330 725 7.5% 168 1.7% 41% False False 8,715
60 10,760 8,200 2,560 26.6% 227 2.4% 56% False False 11,749
80 10,855 8,200 2,655 27.6% 175 1.8% 54% False False 8,822
100 10,855 8,200 2,655 27.6% 140 1.5% 54% False False 7,058
Crabel Price Patterns
NR False
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 27
Fibonacci Retracements and Extensions
4.250 10,261
2.618 10,057
1.618 9,932
1.000 9,855
0.618 9,807
HIGH 9,730
0.618 9,682
0.500 9,668
0.382 9,653
LOW 9,605
0.618 9,528
1.000 9,480
1.618 9,403
2.618 9,278
4.250 9,074
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 9,668 9,623
PP 9,653 9,622
S1 9,639 9,620

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

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