NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 19-Jul-2010
Day Change Summary
Previous Current
16-Jul-2010 19-Jul-2010 Change Change % Previous Week
Open 9,705 9,260 -445 -4.6% 9,600
High 9,705 9,320 -385 -4.0% 9,830
Low 9,205 9,200 -5 -0.1% 9,205
Close 9,265 9,290 25 0.3% 9,265
Range 500 120 -380 -76.0% 625
ATR 230 222 -8 -3.4% 0
Volume 10,817 14,100 3,283 30.4% 41,424
Daily Pivots for day following 19-Jul-2010
Classic Woodie Camarilla DeMark
R4 9,630 9,580 9,356
R3 9,510 9,460 9,323
R2 9,390 9,390 9,312
R1 9,340 9,340 9,301 9,365
PP 9,270 9,270 9,270 9,283
S1 9,220 9,220 9,279 9,245
S2 9,150 9,150 9,268
S3 9,030 9,100 9,257
S4 8,910 8,980 9,224
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 9,200 630 6.8% 236 2.5% 14% False True 9,783
10 9,830 9,100 730 7.9% 232 2.5% 26% False False 9,600
20 10,305 9,050 1,255 13.5% 233 2.5% 19% False False 10,258
40 10,305 9,050 1,255 13.5% 209 2.2% 19% False False 7,424
60 11,200 9,050 2,150 23.1% 152 1.6% 11% False False 4,951
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 9,830
2.618 9,634
1.618 9,514
1.000 9,440
0.618 9,394
HIGH 9,320
0.618 9,274
0.500 9,260
0.382 9,246
LOW 9,200
0.618 9,126
1.000 9,080
1.618 9,006
2.618 8,886
4.250 8,690
Fisher Pivots for day following 19-Jul-2010
Pivot 1 day 3 day
R1 9,280 9,495
PP 9,270 9,427
S1 9,260 9,358

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

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