NIKKEI 225 Index Future (Globex) September 2010

Trading Metrics calculated at close of trading on 20-Jul-2010

Day Change Summary
	Previous	Current
	19-Jul-2010	20-Jul-2010	Change	Change %	Previous Week
Open	9,260	9,245	-15	-0.2%	9,600
High	9,320	9,425	105	1.1%	9,830
Low	9,200	9,180	-20	-0.2%	9,205
Close	9,290	9,400	110	1.2%	9,265
Range	120	245	125	104.2%	625
ATR	222	224	2	0.7%	0
Volume	14,100	7,556	-6,544	-46.4%	41,424

Daily Pivots for day following 20-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,070	9,980	9,535
R3	9,825	9,735	9,468
R2	9,580	9,580	9,445
R1	9,490	9,490	9,423	9,535
PP	9,335	9,335	9,335	9,358
S1	9,245	9,245	9,378	9,290
S2	9,090	9,090	9,355
S3	8,845	9,000	9,333
S4	8,600	8,755	9,265

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	9,180	650	6.9%	253	2.7%	34%	False	True	9,979
10	9,830	9,180	650	6.9%	213	2.3%	34%	False	True	9,534
20	10,225	9,050	1,175	12.5%	238	2.5%	30%	False	False	10,299
40	10,305	9,050	1,255	13.4%	215	2.3%	28%	False	False	7,613
60	11,200	9,050	2,150	22.9%	156	1.7%	16%	False	False	5,076
80	11,465	9,050	2,415	25.7%	118	1.3%	14%	False	False	3,809

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,466
2.618	10,067
1.618	9,822
1.000	9,670
0.618	9,577
HIGH	9,425
0.618	9,332
0.500	9,303
0.382	9,274
LOW	9,180
0.618	9,029
1.000	8,935
1.618	8,784
2.618	8,539
4.250	8,139

Fisher Pivots for day following 20-Jul-2010
Pivot	1 day	3 day
R1	9,368	9,443
PP	9,335	9,428
S1	9,303	9,414

Download as Excel Spreadsheet

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

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