NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 8,840 9,120 280 3.2% 9,125
High 9,120 9,125 5 0.1% 9,170
Low 8,810 8,970 160 1.8% 8,740
Close 9,115 9,110 -5 -0.1% 9,080
Range 310 155 -155 -50.0% 430
ATR 217 213 -4 -2.0% 0
Volume 11,745 8,923 -2,822 -24.0% 49,940
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 9,533 9,477 9,195
R3 9,378 9,322 9,153
R2 9,223 9,223 9,139
R1 9,167 9,167 9,124 9,118
PP 9,068 9,068 9,068 9,044
S1 9,012 9,012 9,096 8,963
S2 8,913 8,913 9,082
S3 8,758 8,857 9,068
S4 8,603 8,702 9,025
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% 260 2.9% 66% False False 10,810
10 9,285 8,740 545 6.0% 222 2.4% 68% False False 9,764
20 9,690 8,740 950 10.4% 212 2.3% 39% False False 9,454
40 9,830 8,740 1,090 12.0% 203 2.2% 34% False False 9,233
60 10,305 8,740 1,565 17.2% 210 2.3% 24% False False 9,715
80 10,610 8,740 1,870 20.5% 188 2.1% 20% False False 7,529
100 11,365 8,740 2,625 28.8% 159 1.7% 14% False False 6,025
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 9,784
2.618 9,531
1.618 9,376
1.000 9,280
0.618 9,221
HIGH 9,125
0.618 9,066
0.500 9,048
0.382 9,029
LOW 8,970
0.618 8,874
1.000 8,815
1.618 8,719
2.618 8,564
4.250 8,311
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 9,089 9,055
PP 9,068 9,000
S1 9,048 8,945

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

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