NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 10,635 10,710 75 0.7% 10,595
High 10,720 10,830 110 1.0% 10,830
Low 10,625 10,685 60 0.6% 10,480
Close 10,720 10,800 80 0.7% 10,800
Range 95 145 50 52.6% 350
ATR 0 127 127 0
Volume 8,169 11,454 3,285 40.2% 60,389
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,207 11,148 10,880
R3 11,062 11,003 10,840
R2 10,917 10,917 10,827
R1 10,858 10,858 10,813 10,888
PP 10,772 10,772 10,772 10,786
S1 10,713 10,713 10,787 10,743
S2 10,627 10,627 10,774
S3 10,482 10,568 10,760
S4 10,337 10,423 10,720
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,753 11,627 10,993
R3 11,403 11,277 10,896
R2 11,053 11,053 10,864
R1 10,927 10,927 10,832 10,990
PP 10,703 10,703 10,703 10,735
S1 10,577 10,577 10,768 10,640
S2 10,353 10,353 10,736
S3 10,003 10,227 10,704
S4 9,653 9,877 10,608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,830 10,480 350 3.2% 130 1.2% 91% True False 12,077
10 10,830 10,155 675 6.3% 118 1.1% 96% True False 6,116
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 26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,446
2.618 11,210
1.618 11,065
1.000 10,975
0.618 10,920
HIGH 10,830
0.618 10,775
0.500 10,758
0.382 10,741
LOW 10,685
0.618 10,596
1.000 10,540
1.618 10,451
2.618 10,306
4.250 10,069
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 10,786 10,752
PP 10,772 10,703
S1 10,758 10,655

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

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