NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 9,760 9,845 85 0.9% 9,665
High 9,855 9,980 125 1.3% 9,855
Low 9,675 9,845 170 1.8% 9,420
Close 9,850 9,890 40 0.4% 9,850
Range 180 135 -45 -25.0% 435
ATR 182 179 -3 -1.8% 0
Volume 13,256 9,738 -3,518 -26.5% 47,778
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,310 10,235 9,964
R3 10,175 10,100 9,927
R2 10,040 10,040 9,915
R1 9,965 9,965 9,903 10,003
PP 9,905 9,905 9,905 9,924
S1 9,830 9,830 9,878 9,868
S2 9,770 9,770 9,865
S3 9,635 9,695 9,853
S4 9,500 9,560 9,816
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,013 10,867 10,089
R3 10,578 10,432 9,970
R2 10,143 10,143 9,930
R1 9,997 9,997 9,890 10,070
PP 9,708 9,708 9,708 9,745
S1 9,562 9,562 9,810 9,635
S2 9,273 9,273 9,770
S3 8,838 9,127 9,731
S4 8,403 8,692 9,611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,980 9,420 560 5.7% 199 2.0% 84% True False 11,438
10 10,050 9,420 630 6.4% 213 2.2% 75% False False 5,837
20 10,375 9,420 955 9.7% 151 1.5% 49% False False 2,924
40 11,200 9,420 1,780 18.0% 95 1.0% 26% False False 1,466
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 45
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 10,554
2.618 10,334
1.618 10,199
1.000 10,115
0.618 10,064
HIGH 9,980
0.618 9,929
0.500 9,913
0.382 9,897
LOW 9,845
0.618 9,762
1.000 9,710
1.618 9,627
2.618 9,492
4.250 9,271
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 9,913 9,841
PP 9,905 9,792
S1 9,898 9,743

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

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