NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 10,560 10,345 -215 -2.0% 10,875
High 10,610 10,425 -185 -1.7% 10,930
Low 10,450 10,310 -140 -1.3% 10,370
Close 10,505 10,370 -135 -1.3% 10,380
Range 160 115 -45 -28.1% 560
ATR 188 188 1 0.3% 0
Volume 11,135 8,811 -2,324 -20.9% 42,656
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 10,713 10,657 10,433
R3 10,598 10,542 10,402
R2 10,483 10,483 10,391
R1 10,427 10,427 10,381 10,455
PP 10,368 10,368 10,368 10,383
S1 10,312 10,312 10,360 10,340
S2 10,253 10,253 10,349
S3 10,138 10,197 10,339
S4 10,023 10,082 10,307
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 12,240 11,870 10,688
R3 11,680 11,310 10,534
R2 11,120 11,120 10,483
R1 10,750 10,750 10,431 10,655
PP 10,560 10,560 10,560 10,513
S1 10,190 10,190 10,329 10,095
S2 10,000 10,000 10,277
S3 9,440 9,630 10,226
S4 8,880 9,070 10,072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,895 10,310 585 5.6% 232 2.2% 10% False True 10,591
10 10,995 10,310 685 6.6% 196 1.9% 9% False True 9,638
20 10,995 10,310 685 6.6% 155 1.5% 9% False True 7,424
40 10,995 9,135 1,860 17.9% 139 1.3% 66% False False 6,081
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 38
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,914
2.618 10,726
1.618 10,611
1.000 10,540
0.618 10,496
HIGH 10,425
0.618 10,381
0.500 10,368
0.382 10,354
LOW 10,310
0.618 10,239
1.000 10,195
1.618 10,124
2.618 10,009
4.250 9,821
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 10,369 10,485
PP 10,368 10,447
S1 10,368 10,408

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

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