NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 9,665 9,525 -140 -1.4% 9,790
High 9,675 9,600 -75 -0.8% 10,050
Low 9,450 9,420 -30 -0.3% 9,625
Close 9,450 9,565 115 1.2% 9,675
Range 225 180 -45 -20.0% 425
ATR 171 171 1 0.4% 0
Volume 325 8,534 8,209 2,525.8% 858
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,068 9,997 9,664
R3 9,888 9,817 9,615
R2 9,708 9,708 9,598
R1 9,637 9,637 9,582 9,673
PP 9,528 9,528 9,528 9,546
S1 9,457 9,457 9,549 9,493
S2 9,348 9,348 9,532
S3 9,168 9,277 9,516
S4 8,988 9,097 9,466
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,058 10,792 9,909
R3 10,633 10,367 9,792
R2 10,208 10,208 9,753
R1 9,942 9,942 9,714 9,863
PP 9,783 9,783 9,783 9,744
S1 9,517 9,517 9,636 9,438
S2 9,358 9,358 9,597
S3 8,933 9,092 9,558
S4 8,508 8,667 9,441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,050 9,420 630 6.6% 231 2.4% 23% False True 1,939
10 10,050 9,420 630 6.6% 221 2.3% 23% False True 982
20 10,680 9,420 1,260 13.2% 111 1.2% 12% False True 492
40 11,365 9,420 1,945 20.3% 77 0.8% 7% False True 251
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 31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,365
2.618 10,071
1.618 9,891
1.000 9,780
0.618 9,711
HIGH 9,600
0.618 9,531
0.500 9,510
0.382 9,489
LOW 9,420
0.618 9,309
1.000 9,240
1.618 9,129
2.618 8,949
4.250 8,655
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 9,547 9,723
PP 9,528 9,670
S1 9,510 9,618

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

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