NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 9,750 9,630 -120 -1.2% 9,520
High 9,755 9,665 -90 -0.9% 9,775
Low 9,605 9,485 -120 -1.2% 9,425
Close 9,665 9,650 -15 -0.2% 9,550
Range 150 180 30 20.0% 350
ATR 204 202 -2 -0.8% 0
Volume 9,167 11,027 1,860 20.3% 41,694
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,140 10,075 9,749
R3 9,960 9,895 9,700
R2 9,780 9,780 9,683
R1 9,715 9,715 9,667 9,748
PP 9,600 9,600 9,600 9,616
S1 9,535 9,535 9,634 9,568
S2 9,420 9,420 9,617
S3 9,240 9,355 9,601
S4 9,060 9,175 9,551
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 9,755 9,425 330 3.4% 190 2.0% 68% False False 9,155
10 9,775 9,195 580 6.0% 184 1.9% 78% False False 9,247
20 9,830 9,180 650 6.7% 194 2.0% 72% False False 9,227
40 10,305 9,050 1,255 13.0% 211 2.2% 48% False False 9,923
60 10,680 9,050 1,630 16.9% 178 1.8% 37% False False 6,779
80 11,365 9,050 2,315 24.0% 144 1.5% 26% False False 5,087
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 True
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,430
2.618 10,136
1.618 9,956
1.000 9,845
0.618 9,776
HIGH 9,665
0.618 9,596
0.500 9,575
0.382 9,554
LOW 9,485
0.618 9,374
1.000 9,305
1.618 9,194
2.618 9,014
4.250 8,720
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 9,625 9,640
PP 9,600 9,630
S1 9,575 9,620

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

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