NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 10,820 10,870 50 0.5% 10,700
High 10,985 11,030 45 0.4% 11,030
Low 10,815 10,830 15 0.1% 10,605
Close 10,865 10,955 90 0.8% 10,955
Range 170 200 30 17.6% 425
ATR 125 130 5 4.3% 0
Volume 9,584 9,281 -303 -3.2% 44,446
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,538 11,447 11,065
R3 11,338 11,247 11,010
R2 11,138 11,138 10,992
R1 11,047 11,047 10,973 11,093
PP 10,938 10,938 10,938 10,961
S1 10,847 10,847 10,937 10,893
S2 10,738 10,738 10,918
S3 10,538 10,647 10,900
S4 10,338 10,447 10,845
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 12,138 11,972 11,189
R3 11,713 11,547 11,072
R2 11,288 11,288 11,033
R1 11,122 11,122 10,994 11,205
PP 10,863 10,863 10,863 10,905
S1 10,697 10,697 10,916 10,780
S2 10,438 10,438 10,877
S3 10,013 10,272 10,838
S4 9,588 9,847 10,721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,030 10,605 425 3.9% 145 1.3% 82% True False 8,889
10 11,030 10,605 425 3.9% 118 1.1% 82% True False 8,353
20 11,030 10,155 875 8.0% 118 1.1% 91% True False 7,234
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 19
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 11,880
2.618 11,554
1.618 11,354
1.000 11,230
0.618 11,154
HIGH 11,030
0.618 10,954
0.500 10,930
0.382 10,907
LOW 10,830
0.618 10,707
1.000 10,630
1.618 10,507
2.618 10,307
4.250 9,980
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 10,947 10,930
PP 10,938 10,905
S1 10,930 10,880

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

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