NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 10,710 10,745 35 0.3% 10,595
High 10,830 10,750 -80 -0.7% 10,830
Low 10,685 10,665 -20 -0.2% 10,480
Close 10,800 10,725 -75 -0.7% 10,800
Range 145 85 -60 -41.4% 350
ATR 127 128 1 0.4% 0
Volume 11,454 12,642 1,188 10.4% 60,389
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,968 10,932 10,772
R3 10,883 10,847 10,749
R2 10,798 10,798 10,741
R1 10,762 10,762 10,733 10,738
PP 10,713 10,713 10,713 10,701
S1 10,677 10,677 10,717 10,653
S2 10,628 10,628 10,710
S3 10,543 10,592 10,702
S4 10,458 10,507 10,678
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 3.3% 132 1.2% 70% False False 14,205
10 10,830 10,155 675 6.3% 120 1.1% 84% False False 7,379
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 25
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,111
2.618 10,973
1.618 10,888
1.000 10,835
0.618 10,803
HIGH 10,750
0.618 10,718
0.500 10,708
0.382 10,698
LOW 10,665
0.618 10,613
1.000 10,580
1.618 10,528
2.618 10,443
4.250 10,304
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 10,719 10,728
PP 10,713 10,727
S1 10,708 10,726

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

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