NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 16-Jul-2010
Day Change Summary
Previous Current
15-Jul-2010 16-Jul-2010 Change Change % Previous Week
Open 9,790 9,705 -85 -0.9% 9,600
High 9,790 9,705 -85 -0.9% 9,830
Low 9,545 9,205 -340 -3.6% 9,205
Close 9,645 9,265 -380 -3.9% 9,265
Range 245 500 255 104.1% 625
ATR 209 230 21 9.9% 0
Volume 7,607 10,817 3,210 42.2% 41,424
Daily Pivots for day following 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,892 10,578 9,540
R3 10,392 10,078 9,403
R2 9,892 9,892 9,357
R1 9,578 9,578 9,311 9,485
PP 9,392 9,392 9,392 9,345
S1 9,078 9,078 9,219 8,985
S2 8,892 8,892 9,173
S3 8,392 8,578 9,128
S4 7,892 8,078 8,990
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,308 10,912 9,609
R3 10,683 10,287 9,437
R2 10,058 10,058 9,380
R1 9,662 9,662 9,322 9,548
PP 9,433 9,433 9,433 9,376
S1 9,037 9,037 9,208 8,923
S2 8,808 8,808 9,151
S3 8,183 8,412 9,093
S4 7,558 7,787 8,921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,830 9,205 625 6.7% 234 2.5% 10% False True 8,284
10 9,830 9,100 730 7.9% 239 2.6% 23% False False 9,838
20 10,305 9,050 1,255 13.5% 231 2.5% 17% False False 10,057
40 10,305 9,050 1,255 13.5% 206 2.2% 17% False False 7,072
60 11,200 9,050 2,150 23.2% 150 1.6% 10% False False 4,716
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 43
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 11,830
2.618 11,014
1.618 10,514
1.000 10,205
0.618 10,014
HIGH 9,705
0.618 9,514
0.500 9,455
0.382 9,396
LOW 9,205
0.618 8,896
1.000 8,705
1.618 8,396
2.618 7,896
4.250 7,080
Fisher Pivots for day following 16-Jul-2010
Pivot 1 day 3 day
R1 9,455 9,518
PP 9,392 9,433
S1 9,328 9,349

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

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