NIKKEI 225 Index Future (Globex) September 2010

Trading Metrics calculated at close of trading on 27-Jul-2010

Day Change Summary
	Previous	Current
	26-Jul-2010	27-Jul-2010	Change	Change %	Previous Week
Open	9,520	9,555	35	0.4%	9,260
High	9,570	9,655	85	0.9%	9,565
Low	9,445	9,500	55	0.6%	9,180
Close	9,555	9,655	100	1.0%	9,520
Range	125	155	30	24.0%	385
ATR	218	214	-5	-2.1%	0
Volume	9,702	7,812	-1,890	-19.5%	51,796

Daily Pivots for day following 27-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,068	10,017	9,740
R3	9,913	9,862	9,698
R2	9,758	9,758	9,684
R1	9,707	9,707	9,669	9,733
PP	9,603	9,603	9,603	9,616
S1	9,552	9,552	9,641	9,578
S2	9,448	9,448	9,627
S3	9,293	9,397	9,613
S4	9,138	9,242	9,570

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	9,655	9,195	460	4.8%	196	2.0%	100%	True	False	9,530
10	9,830	9,180	650	6.7%	225	2.3%	73%	False	False	9,754
20	9,830	9,050	780	8.1%	234	2.4%	78%	False	False	10,147
40	10,305	9,050	1,255	13.0%	217	2.2%	48%	False	False	8,802
60	11,060	9,050	2,010	20.8%	173	1.8%	30%	False	False	5,870
80	11,465	9,050	2,415	25.0%	131	1.4%	25%	False	False	4,405

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,314
2.618	10,061
1.618	9,906
1.000	9,810
0.618	9,751
HIGH	9,655
0.618	9,596
0.500	9,578
0.382	9,559
LOW	9,500
0.618	9,404
1.000	9,345
1.618	9,249
2.618	9,094
4.250	8,841

Fisher Pivots for day following 27-Jul-2010
Pivot	1 day	3 day
R1	9,629	9,604
PP	9,603	9,553
S1	9,578	9,503

Download as Excel Spreadsheet

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

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