NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 10,785 10,820 35 0.3% 10,745
High 10,850 10,985 135 1.2% 10,855
Low 10,730 10,815 85 0.8% 10,665
Close 10,850 10,865 15 0.1% 10,750
Range 120 170 50 41.7% 190
ATR 121 125 3 2.9% 0
Volume 8,661 9,584 923 10.7% 39,088
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,398 11,302 10,959
R3 11,228 11,132 10,912
R2 11,058 11,058 10,896
R1 10,962 10,962 10,881 11,010
PP 10,888 10,888 10,888 10,913
S1 10,792 10,792 10,850 10,840
S2 10,718 10,718 10,834
S3 10,548 10,622 10,818
S4 10,378 10,452 10,772
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,327 11,228 10,855
R3 11,137 11,038 10,802
R2 10,947 10,947 10,785
R1 10,848 10,848 10,768 10,898
PP 10,757 10,757 10,757 10,781
S1 10,658 10,658 10,733 10,708
S2 10,567 10,567 10,715
S3 10,377 10,468 10,698
S4 10,187 10,278 10,646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,985 10,605 380 3.5% 130 1.2% 68% True False 8,381
10 10,985 10,605 380 3.5% 112 1.0% 68% True False 8,570
20 10,985 10,105 880 8.1% 109 1.0% 86% True False 6,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 11,708
2.618 11,430
1.618 11,260
1.000 11,155
0.618 11,090
HIGH 10,985
0.618 10,920
0.500 10,900
0.382 10,880
LOW 10,815
0.618 10,710
1.000 10,645
1.618 10,540
2.618 10,370
4.250 10,093
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 10,900 10,859
PP 10,888 10,853
S1 10,877 10,848

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

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