NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 10,090 10,050 -40 -0.4% 9,845
High 10,155 10,075 -80 -0.8% 10,200
Low 9,990 10,005 15 0.2% 9,845
Close 10,080 10,040 -40 -0.4% 10,040
Range 165 70 -95 -57.6% 355
ATR 182 174 -8 -4.2% 0
Volume 7,194 10,083 2,889 40.2% 43,080
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,250 10,215 10,079
R3 10,180 10,145 10,059
R2 10,110 10,110 10,053
R1 10,075 10,075 10,047 10,058
PP 10,040 10,040 10,040 10,031
S1 10,005 10,005 10,034 9,988
S2 9,970 9,970 10,027
S3 9,900 9,935 10,021
S4 9,830 9,865 10,002
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,093 10,922 10,235
R3 10,738 10,567 10,138
R2 10,383 10,383 10,105
R1 10,212 10,212 10,073 10,298
PP 10,028 10,028 10,028 10,071
S1 9,857 9,857 10,008 9,943
S2 9,673 9,673 9,975
S3 9,318 9,502 9,943
S4 8,963 9,147 9,845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,200 9,845 355 3.5% 158 1.6% 55% False False 8,616
10 10,200 9,420 780 7.8% 188 1.9% 79% False False 9,085
20 10,200 9,420 780 7.8% 184 1.8% 79% False False 4,591
40 11,200 9,420 1,780 17.7% 112 1.1% 35% False False 2,297
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 45
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 10,373
2.618 10,258
1.618 10,188
1.000 10,145
0.618 10,118
HIGH 10,075
0.618 10,048
0.500 10,040
0.382 10,032
LOW 10,005
0.618 9,962
1.000 9,935
1.618 9,892
2.618 9,822
4.250 9,708
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 10,040 10,095
PP 10,040 10,077
S1 10,040 10,058

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

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