NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 10,715 10,775 60 0.6% 10,675
High 10,890 10,860 -30 -0.3% 10,760
Low 10,705 10,735 30 0.3% 10,560
Close 10,875 10,825 -50 -0.5% 10,665
Range 185 125 -60 -32.4% 200
ATR 162 161 -2 -1.0% 0
Volume 1,188 9,323 8,135 684.8% 9,558
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,182 11,128 10,894
R3 11,057 11,003 10,860
R2 10,932 10,932 10,848
R1 10,878 10,878 10,837 10,905
PP 10,807 10,807 10,807 10,820
S1 10,753 10,753 10,814 10,780
S2 10,682 10,682 10,802
S3 10,557 10,628 10,791
S4 10,432 10,503 10,756
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% 120 1.1% 80% False False 3,760
10 10,890 10,210 680 6.3% 112 1.0% 90% False False 3,937
20 10,890 9,890 1,000 9.2% 115 1.1% 94% False False 5,643
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,391
2.618 11,187
1.618 11,062
1.000 10,985
0.618 10,937
HIGH 10,860
0.618 10,812
0.500 10,798
0.382 10,783
LOW 10,735
0.618 10,658
1.000 10,610
1.618 10,533
2.618 10,408
4.250 10,204
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 10,816 10,803
PP 10,807 10,782
S1 10,798 10,760

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

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