NIKKEI 225 Index Future (Globex) June 2011

Trading Metrics calculated at close of trading on 27-May-2011

Day Change Summary
	Previous	Current
	26-May-2011	27-May-2011	Change	Change %	Previous Week
Open	9,500	9,555	55	0.6%	9,530
High	9,575	9,590	15	0.2%	9,590
Low	9,485	9,485	0	0.0%	9,385
Close	9,555	9,490	-65	-0.7%	9,490
Range	90	105	15	16.7%	205
ATR	152	149	-3	-2.2%	0
Volume	7,165	7,534	369	5.2%	41,628

Daily Pivots for day following 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,837	9,768	9,548
R3	9,732	9,663	9,519
R2	9,627	9,627	9,509
R1	9,558	9,558	9,500	9,540
PP	9,522	9,522	9,522	9,513
S1	9,453	9,453	9,481	9,435
S2	9,417	9,417	9,471
S3	9,312	9,348	9,461
S4	9,207	9,243	9,432

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,103	10,002	9,603
R3	9,898	9,797	9,547
R2	9,693	9,693	9,528
R1	9,592	9,592	9,509	9,540
PP	9,488	9,488	9,488	9,463
S1	9,387	9,387	9,471	9,335
S2	9,283	9,283	9,453
S3	9,078	9,182	9,434
S4	8,873	8,977	9,377

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,590	9,385	205	2.2%	122	1.3%	51%	True	False	8,325
10	9,730	9,385	345	3.6%	123	1.3%	30%	False	False	7,478
20	10,055	9,385	670	7.1%	144	1.5%	16%	False	False	7,981
40	10,055	9,375	680	7.2%	156	1.6%	17%	False	False	8,303
60	10,730	8,200	2,530	26.7%	222	2.3%	51%	False	False	12,534
80	10,855	8,200	2,655	28.0%	183	1.9%	49%	False	False	9,424
100	10,855	8,200	2,655	28.0%	147	1.6%	49%	False	False	7,543

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,036
2.618	9,865
1.618	9,760
1.000	9,695
0.618	9,655
HIGH	9,590
0.618	9,550
0.500	9,538
0.382	9,525
LOW	9,485
0.618	9,420
1.000	9,380
1.618	9,315
2.618	9,210
4.250	9,039

Fisher Pivots for day following 27-May-2011
Pivot	1 day	3 day
R1	9,538	9,503
PP	9,522	9,498
S1	9,506	9,494

Download as Excel Spreadsheet

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

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