NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 10,505 10,505 0 0.0% 10,150
High 10,585 10,595 10 0.1% 10,325
Low 10,465 10,505 40 0.4% 10,095
Close 10,510 10,575 65 0.6% 10,160
Range 120 90 -30 -25.0% 230
ATR 173 167 -6 -3.4% 0
Volume 5,751 2,787 -2,964 -51.5% 29,679
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,828 10,792 10,625
R3 10,738 10,702 10,600
R2 10,648 10,648 10,592
R1 10,612 10,612 10,583 10,630
PP 10,558 10,558 10,558 10,568
S1 10,522 10,522 10,567 10,540
S2 10,468 10,468 10,559
S3 10,378 10,432 10,550
S4 10,288 10,342 10,526
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,883 10,752 10,287
R3 10,653 10,522 10,223
R2 10,423 10,423 10,202
R1 10,292 10,292 10,181 10,358
PP 10,193 10,193 10,193 10,226
S1 10,062 10,062 10,139 10,128
S2 9,963 9,963 10,118
S3 9,733 9,832 10,097
S4 9,503 9,602 10,034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,595 10,130 465 4.4% 113 1.1% 96% True False 5,265
10 10,595 10,095 500 4.7% 101 1.0% 96% True False 5,708
20 10,595 9,135 1,460 13.8% 123 1.2% 99% True False 4,739
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 21
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,978
2.618 10,831
1.618 10,741
1.000 10,685
0.618 10,651
HIGH 10,595
0.618 10,561
0.500 10,550
0.382 10,540
LOW 10,505
0.618 10,450
1.000 10,415
1.618 10,360
2.618 10,270
4.250 10,123
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 10,567 10,548
PP 10,558 10,522
S1 10,550 10,495

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

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