NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 9,000 8,840 -160 -1.8% 9,125
High 9,005 9,120 115 1.3% 9,170
Low 8,765 8,810 45 0.5% 8,740
Close 8,835 9,115 280 3.2% 9,080
Range 240 310 70 29.2% 430
ATR 210 217 7 3.4% 0
Volume 12,070 11,745 -325 -2.7% 49,940
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 9,945 9,840 9,286
R3 9,635 9,530 9,200
R2 9,325 9,325 9,172
R1 9,220 9,220 9,144 9,273
PP 9,015 9,015 9,015 9,041
S1 8,910 8,910 9,087 8,963
S2 8,705 8,705 9,058
S3 8,395 8,600 9,030
S4 8,085 8,290 8,945
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 8,765 520 5.7% 251 2.8% 67% False False 10,521
10 9,385 8,740 645 7.1% 229 2.5% 58% False False 10,208
20 9,700 8,740 960 10.5% 212 2.3% 39% False False 9,333
40 9,830 8,740 1,090 12.0% 203 2.2% 34% False False 9,280
60 10,305 8,740 1,565 17.2% 211 2.3% 24% False False 9,726
80 10,680 8,740 1,940 21.3% 186 2.0% 19% False False 7,417
100 11,365 8,740 2,625 28.8% 158 1.7% 14% False False 5,936
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 49
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 10,438
2.618 9,932
1.618 9,622
1.000 9,430
0.618 9,312
HIGH 9,120
0.618 9,002
0.500 8,965
0.382 8,929
LOW 8,810
0.618 8,619
1.000 8,500
1.618 8,309
2.618 7,999
4.250 7,493
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 9,065 9,085
PP 9,015 9,055
S1 8,965 9,025

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

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