NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 10,580 10,740 160 1.5% 10,225
High 10,680 10,740 60 0.6% 10,595
Low 10,560 10,630 70 0.7% 10,210
Close 10,670 10,665 -5 0.0% 10,575
Range 120 110 -10 -8.3% 385
ATR 161 157 -4 -2.3% 0
Volume 2,197 3,956 1,759 80.1% 19,306
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 11,008 10,947 10,726
R3 10,898 10,837 10,695
R2 10,788 10,788 10,685
R1 10,727 10,727 10,675 10,703
PP 10,678 10,678 10,678 10,666
S1 10,617 10,617 10,655 10,593
S2 10,568 10,568 10,645
S3 10,458 10,507 10,635
S4 10,348 10,397 10,605
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 11,615 11,480 10,787
R3 11,230 11,095 10,681
R2 10,845 10,845 10,646
R1 10,710 10,710 10,610 10,778
PP 10,460 10,460 10,460 10,494
S1 10,325 10,325 10,540 10,393
S2 10,075 10,075 10,505
S3 9,690 9,940 10,469
S4 9,305 9,555 10,363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,760 10,505 255 2.4% 91 0.9% 63% False False 2,469
10 10,760 10,130 630 5.9% 99 0.9% 85% False False 4,080
20 10,760 9,890 870 8.2% 120 1.1% 89% False False 5,191
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,208
2.618 11,028
1.618 10,918
1.000 10,850
0.618 10,808
HIGH 10,740
0.618 10,698
0.500 10,685
0.382 10,672
LOW 10,630
0.618 10,562
1.000 10,520
1.618 10,452
2.618 10,342
4.250 10,163
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 10,685 10,663
PP 10,678 10,662
S1 10,672 10,660

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

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