NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 10,675 10,715 40 0.4% 10,225
High 10,710 10,760 50 0.5% 10,595
Low 10,635 10,700 65 0.6% 10,210
Close 10,660 10,735 75 0.7% 10,575
Range 75 60 -15 -20.0% 385
ATR 164 160 -5 -2.8% 0
Volume 1,265 2,140 875 69.2% 19,306
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,912 10,883 10,768
R3 10,852 10,823 10,752
R2 10,792 10,792 10,746
R1 10,763 10,763 10,741 10,778
PP 10,732 10,732 10,732 10,739
S1 10,703 10,703 10,730 10,718
S2 10,672 10,672 10,724
S3 10,612 10,643 10,719
S4 10,552 10,583 10,702
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 10,760 10,395 365 3.4% 89 0.8% 93% True False 3,203
10 10,760 10,095 665 6.2% 100 0.9% 96% True False 4,405
20 10,760 9,540 1,220 11.4% 119 1.1% 98% True False 4,908
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 11,015
2.618 10,917
1.618 10,857
1.000 10,820
0.618 10,797
HIGH 10,760
0.618 10,737
0.500 10,730
0.382 10,723
LOW 10,700
0.618 10,663
1.000 10,640
1.618 10,603
2.618 10,543
4.250 10,445
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 10,733 10,701
PP 10,732 10,667
S1 10,730 10,633

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

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