NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 9,790 9,720 -70 -0.7% 10,170
High 9,815 9,785 -30 -0.3% 10,305
Low 9,675 9,320 -355 -3.7% 9,700
Close 9,705 9,375 -330 -3.4% 9,790
Range 140 465 325 232.1% 605
ATR 189 208 20 10.5% 0
Volume 9,557 9,817 260 2.7% 47,865
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,888 10,597 9,631
R3 10,423 10,132 9,503
R2 9,958 9,958 9,460
R1 9,667 9,667 9,418 9,580
PP 9,493 9,493 9,493 9,450
S1 9,202 9,202 9,333 9,115
S2 9,028 9,028 9,290
S3 8,563 8,737 9,247
S4 8,098 8,272 9,119
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,747 11,373 10,123
R3 11,142 10,768 9,957
R2 10,537 10,537 9,901
R1 10,163 10,163 9,846 10,048
PP 9,932 9,932 9,932 9,874
S1 9,558 9,558 9,735 9,443
S2 9,327 9,327 9,679
S3 8,722 8,953 9,624
S4 8,117 8,348 9,457
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,040 9,320 720 7.7% 249 2.7% 8% False True 10,374
10 10,305 9,320 985 10.5% 209 2.2% 6% False True 9,278
20 10,305 9,320 985 10.5% 215 2.3% 6% False True 7,946
40 10,800 9,320 1,480 15.8% 154 1.6% 4% False True 3,977
60 11,465 9,320 2,145 22.9% 104 1.1% 3% False True 2,654
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 54
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 11,761
2.618 11,002
1.618 10,537
1.000 10,250
0.618 10,072
HIGH 9,785
0.618 9,607
0.500 9,553
0.382 9,498
LOW 9,320
0.618 9,033
1.000 8,855
1.618 8,568
2.618 8,103
4.250 7,344
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 9,553 9,578
PP 9,493 9,510
S1 9,434 9,443

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

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