NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 10,730 10,830 100 0.9% 10,595
High 10,805 10,855 50 0.5% 10,830
Low 10,730 10,800 70 0.7% 10,480
Close 10,785 10,830 45 0.4% 10,800
Range 75 55 -20 -26.7% 350
ATR 124 120 -4 -3.1% 0
Volume 6,073 6,535 462 7.6% 60,389
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 10,993 10,967 10,860
R3 10,938 10,912 10,845
R2 10,883 10,883 10,840
R1 10,857 10,857 10,835 10,858
PP 10,828 10,828 10,828 10,829
S1 10,802 10,802 10,825 10,803
S2 10,773 10,773 10,820
S3 10,718 10,747 10,815
S4 10,663 10,692 10,800
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 10,855 10,625 230 2.1% 91 0.8% 89% True False 8,974
10 10,855 10,155 700 6.5% 116 1.1% 96% True False 8,617
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 25
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 11,089
2.618 10,999
1.618 10,944
1.000 10,910
0.618 10,889
HIGH 10,855
0.618 10,834
0.500 10,828
0.382 10,821
LOW 10,800
0.618 10,766
1.000 10,745
1.618 10,711
2.618 10,656
4.250 10,566
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 10,829 10,807
PP 10,828 10,783
S1 10,828 10,760

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

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