NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 9,715 9,625 -90 -0.9% 9,550
High 9,730 9,670 -60 -0.6% 9,730
Low 9,605 9,530 -75 -0.8% 9,510
Close 9,625 9,535 -90 -0.9% 9,535
Range 125 140 15 12.0% 220
ATR 164 162 -2 -1.0% 0
Volume 5,218 6,883 1,665 31.9% 33,158
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 9,998 9,907 9,612
R3 9,858 9,767 9,574
R2 9,718 9,718 9,561
R1 9,627 9,627 9,548 9,603
PP 9,578 9,578 9,578 9,566
S1 9,487 9,487 9,522 9,463
S2 9,438 9,438 9,509
S3 9,298 9,347 9,497
S4 9,158 9,207 9,458
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 10,252 10,113 9,656
R3 10,032 9,893 9,596
R2 9,812 9,812 9,575
R1 9,673 9,673 9,555 9,633
PP 9,592 9,592 9,592 9,571
S1 9,453 9,453 9,515 9,413
S2 9,372 9,372 9,495
S3 9,152 9,233 9,475
S4 8,932 9,013 9,414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,730 9,510 220 2.3% 123 1.3% 11% False False 6,631
10 9,935 9,510 425 4.5% 151 1.6% 6% False False 7,410
20 10,055 9,510 545 5.7% 149 1.6% 5% False False 7,643
40 10,055 9,330 725 7.6% 165 1.7% 28% False False 8,647
60 10,760 8,200 2,560 26.8% 226 2.4% 52% False False 11,862
80 10,855 8,200 2,655 27.8% 177 1.9% 50% False False 8,908
100 10,855 8,200 2,655 27.8% 141 1.5% 50% False False 7,126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,265
2.618 10,037
1.618 9,897
1.000 9,810
0.618 9,757
HIGH 9,670
0.618 9,617
0.500 9,600
0.382 9,584
LOW 9,530
0.618 9,444
1.000 9,390
1.618 9,304
2.618 9,164
4.250 8,935
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 9,600 9,630
PP 9,578 9,598
S1 9,557 9,567

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

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