NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 9,100 9,340 240 2.6% 9,790
High 9,535 9,560 25 0.3% 9,815
Low 9,100 9,245 145 1.6% 9,050
Close 9,340 9,555 215 2.3% 9,205
Range 435 315 -120 -27.6% 765
ATR 227 234 6 2.8% 0
Volume 8,216 13,003 4,787 58.3% 61,297
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,398 10,292 9,728
R3 10,083 9,977 9,642
R2 9,768 9,768 9,613
R1 9,662 9,662 9,584 9,715
PP 9,453 9,453 9,453 9,480
S1 9,347 9,347 9,526 9,400
S2 9,138 9,138 9,497
S3 8,823 9,032 9,469
S4 8,508 8,717 9,382
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,652 11,193 9,626
R3 10,887 10,428 9,416
R2 10,122 10,122 9,345
R1 9,663 9,663 9,275 9,510
PP 9,357 9,357 9,357 9,280
S1 8,898 8,898 9,135 8,745
S2 8,592 8,592 9,065
S3 7,827 8,133 8,995
S4 7,062 7,368 8,784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,560 9,050 510 5.3% 284 3.0% 99% True False 12,628
10 10,040 9,050 990 10.4% 267 2.8% 51% False False 11,501
20 10,305 9,050 1,255 13.1% 229 2.4% 40% False False 10,619
40 10,680 9,050 1,630 17.1% 170 1.8% 31% False False 5,555
60 11,365 9,050 2,315 24.2% 128 1.3% 22% False False 3,707
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 64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,899
2.618 10,385
1.618 10,070
1.000 9,875
0.618 9,755
HIGH 9,560
0.618 9,440
0.500 9,403
0.382 9,365
LOW 9,245
0.618 9,050
1.000 8,930
1.618 8,735
2.618 8,420
4.250 7,906
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 9,504 9,480
PP 9,453 9,405
S1 9,403 9,330

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

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