NIKKEI 225 Index Future (Globex) March 2010

Trading Metrics calculated at close of trading on 08-Jan-2010

Day Change Summary
	Previous	Current
	07-Jan-2010	08-Jan-2010	Change	Change %	Previous Week
Open	10,775	10,865	90	0.8%	10,715
High	10,825	10,910	85	0.8%	10,910
Low	10,720	10,795	75	0.7%	10,705
Close	10,805	10,885	80	0.7%	10,885
Range	105	115	10	9.5%	205
ATR	156	153	-3	-1.9%	0
Volume	7,311	5,451	-1,860	-25.4%	36,533

Daily Pivots for day following 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,208	11,162	10,948
R3	11,093	11,047	10,917
R2	10,978	10,978	10,906
R1	10,932	10,932	10,896	10,955
PP	10,863	10,863	10,863	10,875
S1	10,817	10,817	10,875	10,840
S2	10,748	10,748	10,864
S3	10,633	10,702	10,854
S4	10,518	10,587	10,822

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,448	11,372	10,998
R3	11,243	11,167	10,942
R2	11,038	11,038	10,923
R1	10,962	10,962	10,904	11,000
PP	10,833	10,833	10,833	10,853
S1	10,757	10,757	10,866	10,795
S2	10,628	10,628	10,848
S3	10,423	10,552	10,829
S4	10,218	10,347	10,772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,910	10,705	205	1.9%	133	1.2%	88%	True	False	7,306
10	10,910	10,505	405	3.7%	112	1.0%	94%	True	False	4,887
20	10,910	9,890	1,020	9.4%	113	1.0%	98%	True	False	5,625

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	24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,399
2.618	11,211
1.618	11,096
1.000	11,025
0.618	10,981
HIGH	10,910
0.618	10,866
0.500	10,853
0.382	10,839
LOW	10,795
0.618	10,724
1.000	10,680
1.618	10,609
2.618	10,494
4.250	10,306

Fisher Pivots for day following 08-Jan-2010
Pivot	1 day	3 day
R1	10,874	10,862
PP	10,863	10,838
S1	10,853	10,815

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols