NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 9,550 9,750 200 2.1% 9,520
High 9,750 9,755 5 0.1% 9,775
Low 9,550 9,605 55 0.6% 9,425
Close 9,740 9,665 -75 -0.8% 9,550
Range 200 150 -50 -25.0% 350
ATR 208 204 -4 -2.0% 0
Volume 10,170 9,167 -1,003 -9.9% 41,694
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,125 10,045 9,748
R3 9,975 9,895 9,706
R2 9,825 9,825 9,693
R1 9,745 9,745 9,679 9,710
PP 9,675 9,675 9,675 9,658
S1 9,595 9,595 9,651 9,560
S2 9,525 9,525 9,638
S3 9,375 9,445 9,624
S4 9,225 9,295 9,583
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 3.6% 182 1.9% 69% False False 8,703
10 9,775 9,195 580 6.0% 189 2.0% 81% False False 9,117
20 9,830 9,180 650 6.7% 201 2.1% 75% False False 9,325
40 10,305 9,050 1,255 13.0% 211 2.2% 49% False False 9,860
60 10,680 9,050 1,630 16.9% 175 1.8% 38% False False 6,595
80 11,365 9,050 2,315 24.0% 142 1.5% 27% False False 4,949
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 True
Bear Hook False
Bull Hook False
Stretch 27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,393
2.618 10,148
1.618 9,998
1.000 9,905
0.618 9,848
HIGH 9,755
0.618 9,698
0.500 9,680
0.382 9,662
LOW 9,605
0.618 9,512
1.000 9,455
1.618 9,362
2.618 9,212
4.250 8,968
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 9,680 9,640
PP 9,675 9,615
S1 9,670 9,590

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

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