NIKKEI 225 Index Future (Globex) June 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 9,420 9,385 -35 -0.4% 9,490
High 9,470 9,565 95 1.0% 9,755
Low 9,385 9,375 -10 -0.1% 9,435
Close 9,385 9,540 155 1.7% 9,460
Range 85 190 105 123.5% 320
ATR 151 154 3 1.8% 0
Volume 14,956 9,554 -5,402 -36.1% 32,942
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 10,063 9,992 9,645
R3 9,873 9,802 9,592
R2 9,683 9,683 9,575
R1 9,612 9,612 9,558 9,648
PP 9,493 9,493 9,493 9,511
S1 9,422 9,422 9,523 9,458
S2 9,303 9,303 9,505
S3 9,113 9,232 9,488
S4 8,923 9,042 9,436
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 9,600 9,330 270 2.8% 146 1.5% 78% False False 15,002
10 9,755 9,330 425 4.5% 152 1.6% 49% False False 11,341
20 9,845 9,330 515 5.4% 148 1.5% 41% False False 9,664
40 10,055 9,330 725 7.6% 151 1.6% 29% False False 8,753
60 10,055 8,200 1,855 19.4% 194 2.0% 72% False False 10,835
80 10,855 8,200 2,655 27.8% 199 2.1% 50% False False 10,657
100 10,855 8,200 2,655 27.8% 161 1.7% 50% False False 8,530
120 10,855 8,200 2,655 27.8% 134 1.4% 50% False False 7,108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,373
2.618 10,063
1.618 9,873
1.000 9,755
0.618 9,683
HIGH 9,565
0.618 9,493
0.500 9,470
0.382 9,448
LOW 9,375
0.618 9,258
1.000 9,185
1.618 9,068
2.618 8,878
4.250 8,568
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 9,517 9,514
PP 9,493 9,488
S1 9,470 9,463

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

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