NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 10,775 10,770 -5 0.0% 10,675
High 10,860 10,885 25 0.2% 10,760
Low 10,735 10,750 15 0.1% 10,560
Close 10,825 10,835 10 0.1% 10,665
Range 125 135 10 8.0% 200
ATR 161 159 -2 -1.1% 0
Volume 9,323 13,260 3,937 42.2% 9,558
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,228 11,167 10,909
R3 11,093 11,032 10,872
R2 10,958 10,958 10,860
R1 10,897 10,897 10,848 10,928
PP 10,823 10,823 10,823 10,839
S1 10,762 10,762 10,823 10,793
S2 10,688 10,688 10,810
S3 10,553 10,627 10,798
S4 10,418 10,492 10,761
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,262 11,163 10,775
R3 11,062 10,963 10,720
R2 10,862 10,862 10,702
R1 10,763 10,763 10,683 10,713
PP 10,662 10,662 10,662 10,636
S1 10,563 10,563 10,647 10,513
S2 10,462 10,462 10,628
S3 10,262 10,363 10,610
S4 10,062 10,163 10,555
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,890 10,560 330 3.0% 135 1.2% 83% False False 5,984
10 10,890 10,395 495 4.6% 112 1.0% 89% False False 4,593
20 10,890 9,890 1,000 9.2% 117 1.1% 95% False False 6,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,459
2.618 11,239
1.618 11,104
1.000 11,020
0.618 10,969
HIGH 10,885
0.618 10,834
0.500 10,818
0.382 10,802
LOW 10,750
0.618 10,667
1.000 10,615
1.618 10,532
2.618 10,397
4.250 10,176
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 10,829 10,823
PP 10,823 10,810
S1 10,818 10,798

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

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