NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 9,180 9,145 -35 -0.4% 9,580
High 9,225 9,325 100 1.1% 9,680
Low 9,095 9,090 -5 -0.1% 9,070
Close 9,145 9,230 85 0.9% 9,205
Range 130 235 105 80.8% 610
ATR 200 202 3 1.3% 0
Volume 4,862 7,216 2,354 48.4% 48,684
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 9,920 9,810 9,359
R3 9,685 9,575 9,295
R2 9,450 9,450 9,273
R1 9,340 9,340 9,252 9,395
PP 9,215 9,215 9,215 9,243
S1 9,105 9,105 9,209 9,160
S2 8,980 8,980 9,187
S3 8,745 8,870 9,166
S4 8,510 8,635 9,101
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,148 10,787 9,541
R3 10,538 10,177 9,373
R2 9,928 9,928 9,317
R1 9,567 9,567 9,261 9,443
PP 9,318 9,318 9,318 9,256
S1 8,957 8,957 9,149 8,833
S2 8,708 8,708 9,093
S3 8,098 8,347 9,037
S4 7,488 7,737 8,870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,500 9,070 430 4.7% 218 2.4% 37% False False 9,161
10 9,700 9,070 630 6.8% 200 2.2% 25% False False 8,904
20 9,775 9,070 705 7.6% 194 2.1% 23% False False 9,010
40 10,225 9,050 1,175 12.7% 216 2.3% 15% False False 9,655
60 10,305 9,050 1,255 13.6% 208 2.3% 14% False False 8,079
80 11,200 9,050 2,150 23.3% 166 1.8% 8% False False 6,060
100 11,465 9,050 2,415 26.2% 134 1.4% 7% False False 4,849
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,324
2.618 9,940
1.618 9,705
1.000 9,560
0.618 9,470
HIGH 9,325
0.618 9,235
0.500 9,208
0.382 9,180
LOW 9,090
0.618 8,945
1.000 8,855
1.618 8,710
2.618 8,475
4.250 8,091
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 9,223 9,223
PP 9,215 9,215
S1 9,208 9,208

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

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