NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 9,480 9,890 410 4.3% 10,375
High 9,880 9,915 35 0.4% 10,375
Low 9,480 9,725 245 2.6% 9,750
Close 9,490 9,845 355 3.7% 9,895
Range 400 190 -210 -52.5% 625
ATR 117 139 22 18.8% 0
Volume 33 34 1 3.0% 12
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 10,398 10,312 9,950
R3 10,208 10,122 9,897
R2 10,018 10,018 9,880
R1 9,932 9,932 9,863 9,880
PP 9,828 9,828 9,828 9,803
S1 9,742 9,742 9,828 9,690
S2 9,638 9,638 9,810
S3 9,448 9,552 9,793
S4 9,258 9,362 9,741
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 11,882 11,513 10,239
R3 11,257 10,888 10,067
R2 10,632 10,632 10,010
R1 10,263 10,263 9,952 10,135
PP 10,007 10,007 10,007 9,943
S1 9,638 9,638 9,838 9,510
S2 9,382 9,382 9,781
S3 8,757 9,013 9,723
S4 8,132 8,388 9,551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,915 9,480 435 4.4% 141 1.4% 84% True False 16
10 10,550 9,480 1,070 10.9% 71 0.7% 34% False False 9
20 11,150 9,480 1,670 17.0% 74 0.8% 22% False False 5
40 11,465 9,480 1,985 20.2% 40 0.4% 18% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,723
2.618 10,413
1.618 10,223
1.000 10,105
0.618 10,033
HIGH 9,915
0.618 9,843
0.500 9,820
0.382 9,798
LOW 9,725
0.618 9,608
1.000 9,535
1.618 9,418
2.618 9,228
4.250 8,918
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 9,837 9,796
PP 9,828 9,747
S1 9,820 9,698

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

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