NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 9,215 9,360 145 1.6% 9,260
High 9,445 9,565 120 1.3% 9,565
Low 9,195 9,350 155 1.7% 9,180
Close 9,350 9,520 170 1.8% 9,520
Range 250 215 -35 -14.0% 385
ATR 226 226 -1 -0.4% 0
Volume 9,876 10,542 666 6.7% 51,796
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,123 10,037 9,638
R3 9,908 9,822 9,579
R2 9,693 9,693 9,560
R1 9,607 9,607 9,540 9,650
PP 9,478 9,478 9,478 9,500
S1 9,392 9,392 9,500 9,435
S2 9,263 9,263 9,481
S3 9,048 9,177 9,461
S4 8,833 8,962 9,402
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,577 10,433 9,732
R3 10,192 10,048 9,626
R2 9,807 9,807 9,591
R1 9,663 9,663 9,555 9,735
PP 9,422 9,422 9,422 9,458
S1 9,278 9,278 9,485 9,350
S2 9,037 9,037 9,450
S3 8,652 8,893 9,414
S4 8,267 8,508 9,308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,565 9,180 385 4.0% 213 2.2% 88% True False 10,359
10 9,830 9,180 650 6.8% 224 2.3% 52% False False 9,322
20 9,835 9,050 785 8.2% 234 2.5% 60% False False 10,310
40 10,305 9,050 1,255 13.2% 220 2.3% 37% False False 8,366
60 11,150 9,050 2,100 22.1% 168 1.8% 22% False False 5,578
80 11,465 9,050 2,415 25.4% 127 1.3% 19% False False 4,186
Crabel Price Patterns
NR True
NR4 True
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 32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,479
2.618 10,128
1.618 9,913
1.000 9,780
0.618 9,698
HIGH 9,565
0.618 9,483
0.500 9,458
0.382 9,432
LOW 9,350
0.618 9,217
1.000 9,135
1.618 9,002
2.618 8,787
4.250 8,436
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 9,499 9,473
PP 9,478 9,427
S1 9,458 9,380

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

View Archives - Comment on this page... - Back to Index of Symbols