NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 10,740 10,715 -25 -0.2% 10,675
High 10,740 10,890 150 1.4% 10,760
Low 10,630 10,705 75 0.7% 10,560
Close 10,665 10,875 210 2.0% 10,665
Range 110 185 75 68.2% 200
ATR 157 162 5 3.1% 0
Volume 3,956 1,188 -2,768 -70.0% 9,558
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,378 11,312 10,977
R3 11,193 11,127 10,926
R2 11,008 11,008 10,909
R1 10,942 10,942 10,892 10,975
PP 10,823 10,823 10,823 10,840
S1 10,757 10,757 10,858 10,790
S2 10,638 10,638 10,841
S3 10,453 10,572 10,824
S4 10,268 10,387 10,773
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,262 11,163 10,775
R3 11,062 10,963 10,720
R2 10,862 10,862 10,702
R1 10,763 10,763 10,683 10,713
PP 10,662 10,662 10,662 10,636
S1 10,563 10,563 10,647 10,513
S2 10,462 10,462 10,628
S3 10,262 10,363 10,610
S4 10,062 10,163 10,555
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,890 10,560 330 3.0% 110 1.0% 95% True False 2,149
10 10,890 10,130 760 7.0% 112 1.0% 98% True False 3,707
20 10,890 9,890 1,000 9.2% 123 1.1% 99% True False 5,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 11,676
2.618 11,374
1.618 11,189
1.000 11,075
0.618 11,004
HIGH 10,890
0.618 10,819
0.500 10,798
0.382 10,776
LOW 10,705
0.618 10,591
1.000 10,520
1.618 10,406
2.618 10,221
4.250 9,919
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 10,849 10,825
PP 10,823 10,775
S1 10,798 10,725

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

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