NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 10,400 10,505 105 1.0% 10,150
High 10,495 10,585 90 0.9% 10,325
Low 10,395 10,465 70 0.7% 10,095
Close 10,480 10,510 30 0.3% 10,160
Range 100 120 20 20.0% 230
ATR 177 173 -4 -2.3% 0
Volume 4,072 5,751 1,679 41.2% 29,679
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,880 10,815 10,576
R3 10,760 10,695 10,543
R2 10,640 10,640 10,532
R1 10,575 10,575 10,521 10,608
PP 10,520 10,520 10,520 10,536
S1 10,455 10,455 10,499 10,488
S2 10,400 10,400 10,488
S3 10,280 10,335 10,477
S4 10,160 10,215 10,444
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,883 10,752 10,287
R3 10,653 10,522 10,223
R2 10,423 10,423 10,202
R1 10,292 10,292 10,181 10,358
PP 10,193 10,193 10,193 10,226
S1 10,062 10,062 10,139 10,128
S2 9,963 9,963 10,118
S3 9,733 9,832 10,097
S4 9,503 9,602 10,034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,585 10,130 455 4.3% 106 1.0% 84% True False 5,691
10 10,585 9,890 695 6.6% 115 1.1% 89% True False 6,363
20 10,585 9,135 1,450 13.8% 124 1.2% 95% True False 4,599
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,095
2.618 10,899
1.618 10,779
1.000 10,705
0.618 10,659
HIGH 10,585
0.618 10,539
0.500 10,525
0.382 10,511
LOW 10,465
0.618 10,391
1.000 10,345
1.618 10,271
2.618 10,151
4.250 9,955
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 10,525 10,473
PP 10,520 10,435
S1 10,515 10,398

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

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