NIKKEI 225 Index Future (Globex) June 2011

Trading Metrics calculated at close of trading on 03-Jun-2011

Day Change Summary
	Previous	Current
	02-Jun-2011	03-Jun-2011	Change	Change %	Previous Week
Open	9,555	9,570	15	0.2%	9,490
High	9,585	9,600	15	0.2%	9,755
Low	9,510	9,435	-75	-0.8%	9,435
Close	9,565	9,460	-105	-1.1%	9,460
Range	75	165	90	120.0%	320
ATR	157	158	1	0.3%	0
Volume	8,095	9,236	1,141	14.1%	32,942

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,993	9,892	9,551
R3	9,828	9,727	9,506
R2	9,663	9,663	9,490
R1	9,562	9,562	9,475	9,530
PP	9,498	9,498	9,498	9,483
S1	9,397	9,397	9,445	9,365
S2	9,333	9,333	9,430
S3	9,168	9,232	9,415
S4	9,003	9,067	9,369

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	10,510	10,305	9,636
R3	10,190	9,985	9,548
R2	9,870	9,870	9,519
R1	9,665	9,665	9,489	9,608
PP	9,550	9,550	9,550	9,521
S1	9,345	9,345	9,431	9,288
S2	9,230	9,230	9,401
S3	8,910	9,025	9,372
S4	8,590	8,705	9,284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,755	9,435	320	3.4%	172	1.8%	8%	False	True	8,095
10	9,755	9,385	370	3.9%	151	1.6%	20%	False	False	8,145
20	9,935	9,385	550	5.8%	152	1.6%	14%	False	False	7,989
40	10,055	9,375	680	7.2%	160	1.7%	13%	False	False	8,366
60	10,515	8,200	2,315	24.5%	224	2.4%	54%	False	False	12,263
80	10,855	8,200	2,655	28.1%	193	2.0%	47%	False	False	9,835
100	10,855	8,200	2,655	28.1%	155	1.6%	47%	False	False	7,872

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,301
2.618	10,032
1.618	9,867
1.000	9,765
0.618	9,702
HIGH	9,600
0.618	9,537
0.500	9,518
0.382	9,498
LOW	9,435
0.618	9,333
1.000	9,270
1.618	9,168
2.618	9,003
4.250	8,734

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	9,518	9,595
PP	9,498	9,550
S1	9,479	9,505

Download as Excel Spreadsheet

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

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