NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 10,505 10,675 170 1.6% 10,225
High 10,595 10,710 115 1.1% 10,595
Low 10,505 10,635 130 1.2% 10,210
Close 10,575 10,660 85 0.8% 10,575
Range 90 75 -15 -16.7% 385
ATR 167 164 -2 -1.4% 0
Volume 2,787 1,265 -1,522 -54.6% 19,306
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,893 10,852 10,701
R3 10,818 10,777 10,681
R2 10,743 10,743 10,674
R1 10,702 10,702 10,667 10,685
PP 10,668 10,668 10,668 10,660
S1 10,627 10,627 10,653 10,610
S2 10,593 10,593 10,646
S3 10,518 10,552 10,640
S4 10,443 10,477 10,619
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 11,615 11,480 10,787
R3 11,230 11,095 10,681
R2 10,845 10,845 10,646
R1 10,710 10,710 10,610 10,778
PP 10,460 10,460 10,460 10,494
S1 10,325 10,325 10,540 10,393
S2 10,075 10,075 10,505
S3 9,690 9,940 10,469
S4 9,305 9,555 10,363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,710 10,210 500 4.7% 104 1.0% 90% True False 4,114
10 10,710 10,095 615 5.8% 100 0.9% 92% True False 5,025
20 10,710 9,295 1,415 13.3% 121 1.1% 96% True False 4,801
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 22
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 11,029
2.618 10,906
1.618 10,831
1.000 10,785
0.618 10,756
HIGH 10,710
0.618 10,681
0.500 10,673
0.382 10,664
LOW 10,635
0.618 10,589
1.000 10,560
1.618 10,514
2.618 10,439
4.250 10,316
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 10,673 10,636
PP 10,668 10,612
S1 10,664 10,588

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

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