NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 10,770 10,775 5 0.0% 10,675
High 10,885 10,825 -60 -0.6% 10,760
Low 10,750 10,720 -30 -0.3% 10,560
Close 10,835 10,805 -30 -0.3% 10,665
Range 135 105 -30 -22.2% 200
ATR 159 156 -3 -2.0% 0
Volume 13,260 7,311 -5,949 -44.9% 9,558
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,098 11,057 10,863
R3 10,993 10,952 10,834
R2 10,888 10,888 10,824
R1 10,847 10,847 10,815 10,868
PP 10,783 10,783 10,783 10,794
S1 10,742 10,742 10,796 10,763
S2 10,678 10,678 10,786
S3 10,573 10,637 10,776
S4 10,468 10,532 10,747
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 10,630 260 2.4% 132 1.2% 67% False False 7,007
10 10,890 10,465 425 3.9% 113 1.0% 80% False False 4,917
20 10,890 9,890 1,000 9.3% 113 1.0% 92% False False 6,097
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 23
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 11,271
2.618 11,100
1.618 10,995
1.000 10,930
0.618 10,890
HIGH 10,825
0.618 10,785
0.500 10,773
0.382 10,760
LOW 10,720
0.618 10,655
1.000 10,615
1.618 10,550
2.618 10,445
4.250 10,274
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 10,794 10,804
PP 10,783 10,803
S1 10,773 10,803

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

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