NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 9,470 9,500 30 0.3% 9,550
High 9,525 9,575 50 0.5% 9,730
Low 9,415 9,485 70 0.7% 9,510
Close 9,485 9,555 70 0.7% 9,535
Range 110 90 -20 -18.2% 220
ATR 157 152 -5 -3.1% 0
Volume 8,371 7,165 -1,206 -14.4% 33,158
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 9,808 9,772 9,605
R3 9,718 9,682 9,580
R2 9,628 9,628 9,572
R1 9,592 9,592 9,563 9,610
PP 9,538 9,538 9,538 9,548
S1 9,502 9,502 9,547 9,520
S2 9,448 9,448 9,539
S3 9,358 9,412 9,530
S4 9,268 9,322 9,506
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 9,670 9,385 285 3.0% 129 1.4% 60% False False 8,195
10 9,785 9,385 400 4.2% 135 1.4% 43% False False 7,722
20 10,055 9,385 670 7.0% 142 1.5% 25% False False 7,845
40 10,055 9,375 680 7.1% 157 1.6% 26% False False 8,294
60 10,730 8,200 2,530 26.5% 224 2.3% 54% False False 12,418
80 10,855 8,200 2,655 27.8% 182 1.9% 51% False False 9,330
100 10,855 8,200 2,655 27.8% 146 1.5% 51% False False 7,467
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 9,958
2.618 9,811
1.618 9,721
1.000 9,665
0.618 9,631
HIGH 9,575
0.618 9,541
0.500 9,530
0.382 9,520
LOW 9,485
0.618 9,430
1.000 9,395
1.618 9,340
2.618 9,250
4.250 9,103
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 9,547 9,533
PP 9,538 9,510
S1 9,530 9,488

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

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