NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 9,530 9,420 -110 -1.2% 9,550
High 9,550 9,540 -10 -0.1% 9,730
Low 9,385 9,400 15 0.2% 9,510
Close 9,410 9,480 70 0.7% 9,535
Range 165 140 -25 -15.2% 220
ATR 162 161 -2 -1.0% 0
Volume 10,198 8,360 -1,838 -18.0% 33,158
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 9,893 9,827 9,557
R3 9,753 9,687 9,519
R2 9,613 9,613 9,506
R1 9,547 9,547 9,493 9,580
PP 9,473 9,473 9,473 9,490
S1 9,407 9,407 9,467 9,440
S2 9,333 9,333 9,454
S3 9,193 9,267 9,442
S4 9,053 9,127 9,403
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 9,385 345 3.6% 139 1.5% 28% False False 7,183
10 9,935 9,385 550 5.8% 154 1.6% 17% False False 8,126
20 10,055 9,385 670 7.1% 151 1.6% 14% False False 7,827
40 10,055 9,330 725 7.6% 165 1.7% 21% False False 8,558
60 10,760 8,200 2,560 27.0% 226 2.4% 50% False False 12,166
80 10,855 8,200 2,655 28.0% 179 1.9% 48% False False 9,140
100 10,855 8,200 2,655 28.0% 144 1.5% 48% False False 7,312
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,135
2.618 9,907
1.618 9,767
1.000 9,680
0.618 9,627
HIGH 9,540
0.618 9,487
0.500 9,470
0.382 9,454
LOW 9,400
0.618 9,314
1.000 9,260
1.618 9,174
2.618 9,034
4.250 8,805
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 9,477 9,528
PP 9,473 9,512
S1 9,470 9,496

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

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