NIKKEI 225 Index Future (Globex) June 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 10,870 11,100 230 2.1% 10,700
High 11,030 11,110 80 0.7% 11,030
Low 10,830 11,045 215 2.0% 10,605
Close 10,955 11,090 135 1.2% 10,955
Range 200 65 -135 -67.5% 425
ATR 130 132 2 1.4% 0
Volume 9,281 9,260 -21 -0.2% 44,446
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 11,277 11,248 11,126
R3 11,212 11,183 11,108
R2 11,147 11,147 11,102
R1 11,118 11,118 11,096 11,100
PP 11,082 11,082 11,082 11,073
S1 11,053 11,053 11,084 11,035
S2 11,017 11,017 11,078
S3 10,952 10,988 11,072
S4 10,887 10,923 11,054
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 11,110 10,710 400 3.6% 132 1.2% 95% True False 8,950
10 11,110 10,605 505 4.6% 116 1.0% 96% True False 8,015
20 11,110 10,155 955 8.6% 118 1.1% 98% True False 7,697
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 19
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 11,386
2.618 11,280
1.618 11,215
1.000 11,175
0.618 11,150
HIGH 11,110
0.618 11,085
0.500 11,078
0.382 11,070
LOW 11,045
0.618 11,005
1.000 10,980
1.618 10,940
2.618 10,875
4.250 10,769
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 11,086 11,048
PP 11,082 11,005
S1 11,078 10,963

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

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