NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 9,600 9,605 5 0.1% 9,100
High 9,650 9,685 35 0.4% 9,665
Low 9,540 9,525 -15 -0.2% 9,100
Close 9,600 9,650 50 0.5% 9,640
Range 110 160 50 45.5% 565
ATR 212 209 -4 -1.8% 0
Volume 6,605 6,580 -25 -0.4% 40,481
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,100 10,035 9,738
R3 9,940 9,875 9,694
R2 9,780 9,780 9,679
R1 9,715 9,715 9,665 9,748
PP 9,620 9,620 9,620 9,636
S1 9,555 9,555 9,635 9,588
S2 9,460 9,460 9,621
S3 9,300 9,395 9,606
S4 9,140 9,235 9,562
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 9,685 9,245 440 4.6% 172 1.8% 92% True False 9,090
10 9,785 9,050 735 7.6% 243 2.5% 82% False False 10,540
20 10,305 9,050 1,255 13.0% 215 2.2% 48% False False 9,808
40 10,375 9,050 1,325 13.7% 183 1.9% 45% False False 6,366
60 11,200 9,050 2,150 22.3% 135 1.4% 28% False False 4,246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 63
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,365
2.618 10,104
1.618 9,944
1.000 9,845
0.618 9,784
HIGH 9,685
0.618 9,624
0.500 9,605
0.382 9,586
LOW 9,525
0.618 9,426
1.000 9,365
1.618 9,266
2.618 9,106
4.250 8,845
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 9,635 9,635
PP 9,620 9,620
S1 9,605 9,605

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

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