NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 10,715 10,580 -135 -1.3% 10,225
High 10,760 10,680 -80 -0.7% 10,595
Low 10,700 10,560 -140 -1.3% 10,210
Close 10,735 10,670 -65 -0.6% 10,575
Range 60 120 60 100.0% 385
ATR 160 161 1 0.7% 0
Volume 2,140 2,197 57 2.7% 19,306
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 10,997 10,953 10,736
R3 10,877 10,833 10,703
R2 10,757 10,757 10,692
R1 10,713 10,713 10,681 10,735
PP 10,637 10,637 10,637 10,648
S1 10,593 10,593 10,659 10,615
S2 10,517 10,517 10,648
S3 10,397 10,473 10,637
S4 10,277 10,353 10,604
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 10,465 295 2.8% 93 0.9% 69% False False 2,828
10 10,760 10,130 630 5.9% 103 1.0% 86% False False 4,232
20 10,760 9,695 1,065 10.0% 119 1.1% 92% False False 5,014
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 11,190
2.618 10,994
1.618 10,874
1.000 10,800
0.618 10,754
HIGH 10,680
0.618 10,634
0.500 10,620
0.382 10,606
LOW 10,560
0.618 10,486
1.000 10,440
1.618 10,366
2.618 10,246
4.250 10,050
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 10,653 10,667
PP 10,637 10,663
S1 10,620 10,660

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

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