NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 9,605 9,600 -5 -0.1% 9,100
High 9,665 9,650 -15 -0.2% 9,665
Low 9,535 9,540 5 0.1% 9,100
Close 9,640 9,600 -40 -0.4% 9,640
Range 130 110 -20 -15.4% 565
ATR 220 212 -8 -3.6% 0
Volume 8,456 6,605 -1,851 -21.9% 40,481
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 9,927 9,873 9,661
R3 9,817 9,763 9,630
R2 9,707 9,707 9,620
R1 9,653 9,653 9,610 9,655
PP 9,597 9,597 9,597 9,598
S1 9,543 9,543 9,590 9,545
S2 9,487 9,487 9,580
S3 9,377 9,433 9,570
S4 9,267 9,323 9,540
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,163 10,967 9,951
R3 10,598 10,402 9,796
R2 10,033 10,033 9,744
R1 9,837 9,837 9,692 9,935
PP 9,468 9,468 9,468 9,518
S1 9,272 9,272 9,588 9,370
S2 8,903 8,903 9,537
S3 8,338 8,707 9,485
S4 7,773 8,142 9,329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,665 9,100 565 5.9% 227 2.4% 88% False False 9,417
10 9,815 9,050 765 8.0% 241 2.5% 72% False False 10,838
20 10,305 9,050 1,255 13.1% 214 2.2% 44% False False 9,966
40 10,550 9,050 1,500 15.6% 179 1.9% 37% False False 6,202
60 11,350 9,050 2,300 24.0% 133 1.4% 24% False False 4,137
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 57
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 10,118
2.618 9,938
1.618 9,828
1.000 9,760
0.618 9,718
HIGH 9,650
0.618 9,608
0.500 9,595
0.382 9,582
LOW 9,540
0.618 9,472
1.000 9,430
1.618 9,362
2.618 9,252
4.250 9,073
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 9,598 9,596
PP 9,597 9,592
S1 9,595 9,588

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

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