NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 10,110 10,140 30 0.3% 10,205
High 10,115 10,200 85 0.8% 10,230
Low 9,890 10,115 225 2.3% 9,890
Close 9,990 10,155 165 1.7% 10,155
Range 225 85 -140 -62.2% 340
ATR
Volume 9,342 8,099 -1,243 -13.3% 43,811
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,412 10,368 10,202
R3 10,327 10,283 10,179
R2 10,242 10,242 10,171
R1 10,198 10,198 10,163 10,220
PP 10,157 10,157 10,157 10,168
S1 10,113 10,113 10,147 10,135
S2 10,072 10,072 10,140
S3 9,987 10,028 10,132
S4 9,902 9,943 10,108
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 11,112 10,973 10,342
R3 10,772 10,633 10,249
R2 10,432 10,432 10,217
R1 10,293 10,293 10,186 10,193
PP 10,092 10,092 10,092 10,041
S1 9,953 9,953 10,124 9,853
S2 9,752 9,752 10,093
S3 9,412 9,613 10,062
S4 9,072 9,273 9,968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,230 9,890 340 3.3% 140 1.4% 78% False False 8,762
10 10,300 9,295 1,005 9.9% 141 1.4% 86% False False 4,578
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 10,561
2.618 10,423
1.618 10,338
1.000 10,285
0.618 10,253
HIGH 10,200
0.618 10,168
0.500 10,158
0.382 10,148
LOW 10,115
0.618 10,063
1.000 10,030
1.618 9,978
2.618 9,893
4.250 9,754
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 10,158 10,118
PP 10,157 10,082
S1 10,156 10,045

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

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