NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 10,050 10,170 120 1.2% 9,845
High 10,075 10,305 230 2.3% 10,200
Low 10,005 10,150 145 1.4% 9,845
Close 10,040 10,200 160 1.6% 10,040
Range 70 155 85 121.4% 355
ATR 174 180 7 3.7% 0
Volume 10,083 6,737 -3,346 -33.2% 43,080
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,683 10,597 10,285
R3 10,528 10,442 10,243
R2 10,373 10,373 10,229
R1 10,287 10,287 10,214 10,330
PP 10,218 10,218 10,218 10,240
S1 10,132 10,132 10,186 10,175
S2 10,063 10,063 10,172
S3 9,908 9,977 10,158
S4 9,753 9,822 10,115
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 10,305 9,855 450 4.4% 162 1.6% 77% True False 8,015
10 10,305 9,420 885 8.7% 181 1.8% 88% True False 9,727
20 10,305 9,420 885 8.7% 192 1.9% 88% True False 4,928
40 11,200 9,420 1,780 17.5% 116 1.1% 44% False False 2,465
60 11,465 9,420 2,045 20.0% 79 0.8% 38% False False 1,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,964
2.618 10,711
1.618 10,556
1.000 10,460
0.618 10,401
HIGH 10,305
0.618 10,246
0.500 10,228
0.382 10,209
LOW 10,150
0.618 10,054
1.000 9,995
1.618 9,899
2.618 9,744
4.250 9,491
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 10,228 10,183
PP 10,218 10,165
S1 10,209 10,148

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

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