NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 10,730 10,950 220 2.1% 10,715
High 10,865 10,975 110 1.0% 10,910
Low 10,725 10,890 165 1.5% 10,705
Close 10,830 10,960 130 1.2% 10,885
Range 140 85 -55 -39.3% 205
ATR 153 152 -1 -0.4% 0
Volume 11,917 7,226 -4,691 -39.4% 36,533
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,197 11,163 11,007
R3 11,112 11,078 10,984
R2 11,027 11,027 10,976
R1 10,993 10,993 10,968 11,010
PP 10,942 10,942 10,942 10,950
S1 10,908 10,908 10,952 10,925
S2 10,857 10,857 10,945
S3 10,772 10,823 10,937
S4 10,687 10,738 10,913
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 10,975 10,725 250 2.3% 131 1.2% 94% True False 7,706
10 10,975 10,630 345 3.1% 132 1.2% 96% True False 7,357
20 10,975 10,130 845 7.7% 117 1.1% 98% True False 5,794
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 31
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 11,336
2.618 11,198
1.618 11,113
1.000 11,060
0.618 11,028
HIGH 10,975
0.618 10,943
0.500 10,933
0.382 10,923
LOW 10,890
0.618 10,838
1.000 10,805
1.618 10,753
2.618 10,668
4.250 10,529
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 10,951 10,923
PP 10,942 10,887
S1 10,933 10,850

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

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