NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 30-Jul-2010
Day Change Summary
Previous Current
29-Jul-2010 30-Jul-2010 Change Change % Previous Week
Open 9,665 9,655 -10 -0.1% 9,520
High 9,755 9,665 -90 -0.9% 9,775
Low 9,575 9,425 -150 -1.6% 9,425
Close 9,645 9,550 -95 -1.0% 9,550
Range 180 240 60 33.3% 350
ATR 207 209 2 1.2% 0
Volume 8,625 6,786 -1,839 -21.3% 41,694
Daily Pivots for day following 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,267 10,148 9,682
R3 10,027 9,908 9,616
R2 9,787 9,787 9,594
R1 9,668 9,668 9,572 9,608
PP 9,547 9,547 9,547 9,516
S1 9,428 9,428 9,528 9,368
S2 9,307 9,307 9,506
S3 9,067 9,188 9,484
S4 8,827 8,948 9,418
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,633 10,442 9,743
R3 10,283 10,092 9,646
R2 9,933 9,933 9,614
R1 9,742 9,742 9,582 9,838
PP 9,583 9,583 9,583 9,631
S1 9,392 9,392 9,518 9,488
S2 9,233 9,233 9,486
S3 8,883 9,042 9,454
S4 8,533 8,692 9,358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,775 9,425 350 3.7% 168 1.8% 36% False True 8,338
10 9,775 9,180 595 6.2% 191 2.0% 62% False False 9,349
20 9,830 9,100 730 7.6% 215 2.2% 62% False False 9,593
40 10,305 9,050 1,255 13.1% 218 2.3% 40% False False 9,389
60 10,680 9,050 1,630 17.1% 182 1.9% 31% False False 6,273
80 11,365 9,050 2,315 24.2% 138 1.4% 22% False False 4,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,685
2.618 10,293
1.618 10,053
1.000 9,905
0.618 9,813
HIGH 9,665
0.618 9,573
0.500 9,545
0.382 9,517
LOW 9,425
0.618 9,277
1.000 9,185
1.618 9,037
2.618 8,797
4.250 8,405
Fisher Pivots for day following 30-Jul-2010
Pivot 1 day 3 day
R1 9,548 9,600
PP 9,547 9,583
S1 9,545 9,567

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

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