NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 9,190 9,125 -65 -0.7% 9,180
High 9,280 9,170 -110 -1.2% 9,385
Low 9,085 9,035 -50 -0.6% 9,085
Close 9,160 9,045 -115 -1.3% 9,160
Range 195 135 -60 -30.8% 300
ATR 198 194 -5 -2.3% 0
Volume 6,746 5,747 -999 -14.8% 38,743
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 9,488 9,402 9,119
R3 9,353 9,267 9,082
R2 9,218 9,218 9,070
R1 9,132 9,132 9,058 9,108
PP 9,083 9,083 9,083 9,071
S1 8,997 8,997 9,033 8,973
S2 8,948 8,948 9,020
S3 8,813 8,862 9,008
S4 8,678 8,727 8,971
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,110 9,935 9,325
R3 9,810 9,635 9,243
R2 9,510 9,510 9,215
R1 9,335 9,335 9,188 9,273
PP 9,210 9,210 9,210 9,179
S1 9,035 9,035 9,133 8,973
S2 8,910 8,910 9,105
S3 8,610 8,735 9,078
S4 8,310 8,435 8,995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,385 9,035 350 3.9% 183 2.0% 3% False True 7,925
10 9,680 9,035 645 7.1% 199 2.2% 2% False True 8,695
20 9,775 9,035 740 8.2% 187 2.1% 1% False True 8,639
40 9,830 9,035 795 8.8% 210 2.3% 1% False True 9,437
60 10,305 9,035 1,270 14.0% 208 2.3% 1% False True 8,618
80 11,150 9,035 2,115 23.4% 174 1.9% 0% False True 6,465
100 11,465 9,035 2,430 26.9% 140 1.6% 0% False True 5,174
Crabel Price Patterns
NR True
NR4 False
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 False
Bear Hook False
Bull Hook False
Stretch 44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 9,744
2.618 9,524
1.618 9,389
1.000 9,305
0.618 9,254
HIGH 9,170
0.618 9,119
0.500 9,103
0.382 9,087
LOW 9,035
0.618 8,952
1.000 8,900
1.618 8,817
2.618 8,682
4.250 8,461
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 9,103 9,210
PP 9,083 9,155
S1 9,064 9,100

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

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