NIKKEI 225 Index Future (Globex) March 2010

Trading Metrics calculated at close of trading on 12-Jan-2010

Day Change Summary
	Previous	Current
	11-Jan-2010	12-Jan-2010	Change	Change %	Previous Week
Open	10,885	10,870	-15	-0.1%	10,715
High	10,955	10,930	-25	-0.2%	10,910
Low	10,835	10,735	-100	-0.9%	10,705
Close	10,900	10,800	-100	-0.9%	10,885
Range	120	195	75	62.5%	205
ATR	150	154	3	2.1%	0
Volume	6,018	7,922	1,904	31.6%	36,533

Daily Pivots for day following 12-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	11,407	11,298	10,907
R3	11,212	11,103	10,854
R2	11,017	11,017	10,836
R1	10,908	10,908	10,818	10,865
PP	10,822	10,822	10,822	10,800
S1	10,713	10,713	10,782	10,670
S2	10,627	10,627	10,764
S3	10,432	10,518	10,747
S4	10,237	10,323	10,693

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	10,955	10,720	235	2.2%	134	1.2%	34%	False	False	7,992
10	10,955	10,560	395	3.7%	127	1.2%	61%	False	False	5,876
20	10,955	10,095	860	8.0%	114	1.1%	82%	False	False	5,450

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	31
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	11,759
2.618	11,441
1.618	11,246
1.000	11,125
0.618	11,051
HIGH	10,930
0.618	10,856
0.500	10,833
0.382	10,810
LOW	10,735
0.618	10,615
1.000	10,540
1.618	10,420
2.618	10,225
4.250	9,906

Fisher Pivots for day following 12-Jan-2010
Pivot	1 day	3 day
R1	10,833	10,845
PP	10,822	10,830
S1	10,811	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