NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 9,555 9,490 -65 -0.7% 9,530
High 9,590 9,750 160 1.7% 9,590
Low 9,485 9,445 -40 -0.4% 9,385
Close 9,490 9,735 245 2.6% 9,490
Range 105 305 200 190.5% 205
ATR 149 160 11 7.5% 0
Volume 7,534 7,534 0 0.0% 41,628
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 10,558 10,452 9,903
R3 10,253 10,147 9,819
R2 9,948 9,948 9,791
R1 9,842 9,842 9,763 9,895
PP 9,643 9,643 9,643 9,670
S1 9,537 9,537 9,707 9,590
S2 9,338 9,338 9,679
S3 9,033 9,232 9,651
S4 8,728 8,927 9,567
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 9,750 9,400 350 3.6% 150 1.5% 96% True False 7,792
10 9,750 9,385 365 3.7% 142 1.5% 96% True False 7,547
20 9,990 9,385 605 6.2% 153 1.6% 58% False False 8,078
40 10,055 9,375 680 7.0% 160 1.6% 53% False False 8,308
60 10,620 8,200 2,420 24.9% 224 2.3% 63% False False 12,610
80 10,855 8,200 2,655 27.3% 187 1.9% 58% False False 9,518
100 10,855 8,200 2,655 27.3% 150 1.5% 58% False False 7,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 11,046
2.618 10,549
1.618 10,244
1.000 10,055
0.618 9,939
HIGH 9,750
0.618 9,634
0.500 9,598
0.382 9,562
LOW 9,445
0.618 9,257
1.000 9,140
1.618 8,952
2.618 8,647
4.250 8,149
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 9,689 9,689
PP 9,643 9,643
S1 9,598 9,598

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

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