NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 9,720 9,380 -340 -3.5% 10,170
High 9,785 9,445 -340 -3.5% 10,305
Low 9,320 9,235 -85 -0.9% 9,700
Close 9,375 9,245 -130 -1.4% 9,790
Range 465 210 -255 -54.8% 605
ATR 208 209 0 0.1% 0
Volume 9,817 14,669 4,852 49.4% 47,865
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 9,938 9,802 9,361
R3 9,728 9,592 9,303
R2 9,518 9,518 9,284
R1 9,382 9,382 9,264 9,345
PP 9,308 9,308 9,308 9,290
S1 9,172 9,172 9,226 9,135
S2 9,098 9,098 9,207
S3 8,888 8,962 9,187
S4 8,678 8,752 9,130
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 9,235 805 8.7% 252 2.7% 1% False True 10,993
10 10,305 9,235 1,070 11.6% 213 2.3% 1% False True 9,918
20 10,305 9,235 1,070 11.6% 217 2.3% 1% False True 8,668
40 10,800 9,235 1,565 16.9% 159 1.7% 1% False True 4,344
60 11,410 9,235 2,175 23.5% 107 1.2% 0% False True 2,899
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,338
2.618 9,995
1.618 9,785
1.000 9,655
0.618 9,575
HIGH 9,445
0.618 9,365
0.500 9,340
0.382 9,315
LOW 9,235
0.618 9,105
1.000 9,025
1.618 8,895
2.618 8,685
4.250 8,343
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 9,340 9,525
PP 9,308 9,432
S1 9,277 9,338

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

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