NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 9,890 9,790 -100 -1.0% 9,840
High 9,915 9,835 -80 -0.8% 9,915
Low 9,725 9,675 -50 -0.5% 9,480
Close 9,710 9,690 -20 -0.2% 9,710
Range 190 160 -30 -15.8% 435
ATR 143 144 1 0.9% 0
Volume 34 20 -14 -41.2% 112
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,213 10,112 9,778
R3 10,053 9,952 9,734
R2 9,893 9,893 9,719
R1 9,792 9,792 9,705 9,763
PP 9,733 9,733 9,733 9,719
S1 9,632 9,632 9,675 9,603
S2 9,573 9,573 9,661
S3 9,413 9,472 9,646
S4 9,253 9,312 9,602
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 11,007 10,793 9,949
R3 10,572 10,358 9,830
R2 10,137 10,137 9,790
R1 9,923 9,923 9,750 9,813
PP 9,702 9,702 9,702 9,646
S1 9,488 9,488 9,670 9,378
S2 9,267 9,267 9,630
S3 8,832 9,053 9,591
S4 8,397 8,618 9,471
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 4.5% 211 2.2% 48% False False 25
10 10,350 9,480 870 9.0% 106 1.1% 24% False False 14
20 10,800 9,480 1,320 13.6% 92 0.9% 16% False False 8
40 11,465 9,480 1,985 20.5% 48 0.5% 11% False False 8
Crabel Price Patterns
NR True
NR4 True
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 10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,515
2.618 10,254
1.618 10,094
1.000 9,995
0.618 9,934
HIGH 9,835
0.618 9,774
0.500 9,755
0.382 9,736
LOW 9,675
0.618 9,576
1.000 9,515
1.618 9,416
2.618 9,256
4.250 8,995
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 9,755 9,795
PP 9,733 9,760
S1 9,712 9,725

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

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