NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 9,500 9,545 45 0.5% 9,790
High 9,675 9,770 95 1.0% 10,050
Low 9,440 9,505 65 0.7% 9,625
Close 9,545 9,750 205 2.1% 9,675
Range 235 265 30 12.8% 425
ATR 176 182 6 3.6% 0
Volume 9,555 16,108 6,553 68.6% 858
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,470 10,375 9,896
R3 10,205 10,110 9,823
R2 9,940 9,940 9,799
R1 9,845 9,845 9,774 9,893
PP 9,675 9,675 9,675 9,699
S1 9,580 9,580 9,726 9,628
S2 9,410 9,410 9,702
S3 9,145 9,315 9,677
S4 8,880 9,050 9,604
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 10,025 9,420 605 6.2% 261 2.7% 55% False False 6,935
10 10,050 9,420 630 6.5% 220 2.3% 52% False False 3,544
20 10,610 9,420 1,190 12.2% 136 1.4% 28% False False 1,775
40 11,365 9,420 1,945 19.9% 87 0.9% 17% False False 892
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,896
2.618 10,464
1.618 10,199
1.000 10,035
0.618 9,934
HIGH 9,770
0.618 9,669
0.500 9,638
0.382 9,606
LOW 9,505
0.618 9,341
1.000 9,240
1.618 9,076
2.618 8,811
4.250 8,379
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 9,713 9,698
PP 9,675 9,647
S1 9,638 9,595

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

View Archives - Comment on this page... - Back to Index of Symbols