NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 8,805 9,095 290 3.3% 9,125
High 9,095 9,285 190 2.1% 9,170
Low 8,805 8,980 175 2.0% 8,740
Close 9,080 8,985 -95 -1.0% 9,080
Range 290 305 15 5.2% 430
ATR 200 208 7 3.7% 0
Volume 13,087 8,225 -4,862 -37.2% 49,940
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 9,998 9,797 9,153
R3 9,693 9,492 9,069
R2 9,388 9,388 9,041
R1 9,187 9,187 9,013 9,135
PP 9,083 9,083 9,083 9,058
S1 8,882 8,882 8,957 8,830
S2 8,778 8,778 8,929
S3 8,473 8,577 8,901
S4 8,168 8,272 8,817
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,287 10,113 9,317
R3 9,857 9,683 9,198
R2 9,427 9,427 9,159
R1 9,253 9,253 9,120 9,125
PP 8,997 8,997 8,997 8,933
S1 8,823 8,823 9,041 8,695
S2 8,567 8,567 9,001
S3 8,137 8,393 8,962
S4 7,707 7,963 8,844
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,285 8,740 545 6.1% 237 2.6% 45% True False 10,483
10 9,385 8,740 645 7.2% 210 2.3% 38% False False 9,204
20 9,755 8,740 1,015 11.3% 201 2.2% 24% False False 9,152
40 9,830 8,740 1,090 12.1% 208 2.3% 22% False False 9,215
60 10,305 8,740 1,565 17.4% 209 2.3% 16% False False 9,477
80 10,680 8,740 1,940 21.6% 184 2.0% 13% False False 7,120
100 11,365 8,740 2,625 29.2% 152 1.7% 9% False False 5,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 57
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 10,581
2.618 10,084
1.618 9,779
1.000 9,590
0.618 9,474
HIGH 9,285
0.618 9,169
0.500 9,133
0.382 9,097
LOW 8,980
0.618 8,792
1.000 8,675
1.618 8,487
2.618 8,182
4.250 7,684
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 9,133 9,045
PP 9,083 9,025
S1 9,034 9,005

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

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