NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 9,070 9,130 60 0.7% 9,095
High 9,150 9,190 40 0.4% 9,285
Low 9,000 9,075 75 0.8% 8,765
Close 9,120 9,150 30 0.3% 9,185
Range 150 115 -35 -23.3% 520
ATR 210 203 -7 -3.2% 0
Volume 13,768 6,023 -7,745 -56.3% 52,629
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 9,483 9,432 9,213
R3 9,368 9,317 9,182
R2 9,253 9,253 9,171
R1 9,202 9,202 9,161 9,228
PP 9,138 9,138 9,138 9,151
S1 9,087 9,087 9,140 9,113
S2 9,023 9,023 9,129
S3 8,908 8,972 9,119
S4 8,793 8,857 9,087
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,638 10,432 9,471
R3 10,118 9,912 9,328
R2 9,598 9,598 9,280
R1 9,392 9,392 9,233 9,495
PP 9,078 9,078 9,078 9,130
S1 8,872 8,872 9,137 8,975
S2 8,558 8,558 9,090
S3 8,038 8,352 9,042
S4 7,518 7,832 8,899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,330 8,970 360 3.9% 174 1.9% 50% False False 10,409
10 9,330 8,765 565 6.2% 213 2.3% 68% False False 10,465
20 9,385 8,740 645 7.0% 199 2.2% 64% False False 9,659
40 9,790 8,740 1,050 11.5% 207 2.3% 39% False False 9,524
60 10,305 8,740 1,565 17.1% 208 2.3% 26% False False 9,652
80 10,350 8,740 1,610 17.6% 197 2.2% 25% False False 8,068
100 11,200 8,740 2,460 26.9% 166 1.8% 17% False False 6,455
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 46
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 9,679
2.618 9,491
1.618 9,376
1.000 9,305
0.618 9,261
HIGH 9,190
0.618 9,146
0.500 9,133
0.382 9,119
LOW 9,075
0.618 9,004
1.000 8,960
1.618 8,889
2.618 8,774
4.250 8,586
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 9,144 9,165
PP 9,138 9,160
S1 9,133 9,155

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

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