NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 10,350 10,055 -295 -2.9% 10,245
High 10,365 10,055 -310 -3.0% 10,525
Low 10,020 9,820 -200 -2.0% 9,820
Close 10,065 9,995 -70 -0.7% 9,995
Range 345 235 -110 -31.9% 705
ATR 207 210 3 1.3% 0
Volume 8,929 15,689 6,760 75.7% 52,268
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 10,662 10,563 10,124
R3 10,427 10,328 10,060
R2 10,192 10,192 10,038
R1 10,093 10,093 10,017 10,025
PP 9,957 9,957 9,957 9,923
S1 9,858 9,858 9,974 9,790
S2 9,722 9,722 9,952
S3 9,487 9,623 9,931
S4 9,252 9,388 9,866
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 12,228 11,817 10,383
R3 11,523 11,112 10,189
R2 10,818 10,818 10,124
R1 10,407 10,407 10,060 10,260
PP 10,113 10,113 10,113 10,040
S1 9,702 9,702 9,931 9,555
S2 9,408 9,408 9,866
S3 8,703 8,997 9,801
S4 7,998 8,292 9,607
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,525 9,820 705 7.1% 198 2.0% 25% False True 10,453
10 10,610 9,820 790 7.9% 203 2.0% 22% False True 10,447
20 10,995 9,820 1,175 11.8% 197 2.0% 15% False True 9,618
40 10,995 9,820 1,175 11.8% 155 1.6% 15% False True 7,858
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,054
2.618 10,670
1.618 10,435
1.000 10,290
0.618 10,200
HIGH 10,055
0.618 9,965
0.500 9,938
0.382 9,910
LOW 9,820
0.618 9,675
1.000 9,585
1.618 9,440
2.618 9,205
4.250 8,821
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 9,976 10,153
PP 9,957 10,100
S1 9,938 10,048

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

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