NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 14-Jul-2010
Day Change Summary
Previous Current
13-Jul-2010 14-Jul-2010 Change Change % Previous Week
Open 9,605 9,685 80 0.8% 9,100
High 9,685 9,830 145 1.5% 9,665
Low 9,525 9,675 150 1.6% 9,100
Close 9,650 9,790 140 1.5% 9,640
Range 160 155 -5 -3.1% 565
ATR 209 207 -2 -1.0% 0
Volume 6,580 9,815 3,235 49.2% 40,481
Daily Pivots for day following 14-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,230 10,165 9,875
R3 10,075 10,010 9,833
R2 9,920 9,920 9,819
R1 9,855 9,855 9,804 9,888
PP 9,765 9,765 9,765 9,781
S1 9,700 9,700 9,776 9,733
S2 9,610 9,610 9,762
S3 9,455 9,545 9,748
S4 9,300 9,390 9,705
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 9,830 9,510 320 3.3% 140 1.4% 88% True False 8,452
10 9,830 9,050 780 8.0% 212 2.2% 95% True False 10,540
20 10,305 9,050 1,255 12.8% 211 2.2% 59% False False 9,909
40 10,350 9,050 1,300 13.3% 187 1.9% 57% False False 6,612
60 11,200 9,050 2,150 22.0% 138 1.4% 34% False False 4,410
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 57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,489
2.618 10,236
1.618 10,081
1.000 9,985
0.618 9,926
HIGH 9,830
0.618 9,771
0.500 9,753
0.382 9,734
LOW 9,675
0.618 9,579
1.000 9,520
1.618 9,424
2.618 9,269
4.250 9,016
Fisher Pivots for day following 14-Jul-2010
Pivot 1 day 3 day
R1 9,778 9,753
PP 9,765 9,715
S1 9,753 9,678

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

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