NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 9,420 9,470 50 0.5% 9,550
High 9,540 9,525 -15 -0.2% 9,730
Low 9,400 9,415 15 0.2% 9,510
Close 9,480 9,485 5 0.1% 9,535
Range 140 110 -30 -21.4% 220
ATR 161 157 -4 -2.3% 0
Volume 8,360 8,371 11 0.1% 33,158
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 9,805 9,755 9,546
R3 9,695 9,645 9,515
R2 9,585 9,585 9,505
R1 9,535 9,535 9,495 9,560
PP 9,475 9,475 9,475 9,488
S1 9,425 9,425 9,475 9,450
S2 9,365 9,365 9,465
S3 9,255 9,315 9,455
S4 9,145 9,205 9,425
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% 136 1.4% 29% False False 7,806
10 9,845 9,385 460 4.8% 144 1.5% 22% False False 7,987
20 10,055 9,385 670 7.1% 149 1.6% 15% False False 7,880
40 10,055 9,375 680 7.2% 163 1.7% 16% False False 8,511
60 10,730 8,200 2,530 26.7% 225 2.4% 51% False False 12,301
80 10,855 8,200 2,655 28.0% 181 1.9% 48% False False 9,241
100 10,855 8,200 2,655 28.0% 145 1.5% 48% False False 7,396
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 9,993
2.618 9,813
1.618 9,703
1.000 9,635
0.618 9,593
HIGH 9,525
0.618 9,483
0.500 9,470
0.382 9,457
LOW 9,415
0.618 9,347
1.000 9,305
1.618 9,237
2.618 9,127
4.250 8,948
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 9,480 9,479
PP 9,475 9,473
S1 9,470 9,468

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

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