NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 10,775 10,865 90 0.8% 10,715
High 10,825 10,910 85 0.8% 10,910
Low 10,720 10,795 75 0.7% 10,705
Close 10,805 10,885 80 0.7% 10,885
Range 105 115 10 9.5% 205
ATR 156 153 -3 -1.9% 0
Volume 7,311 5,451 -1,860 -25.4% 36,533
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,208 11,162 10,948
R3 11,093 11,047 10,917
R2 10,978 10,978 10,906
R1 10,932 10,932 10,896 10,955
PP 10,863 10,863 10,863 10,875
S1 10,817 10,817 10,875 10,840
S2 10,748 10,748 10,864
S3 10,633 10,702 10,854
S4 10,518 10,587 10,822
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,448 11,372 10,998
R3 11,243 11,167 10,942
R2 11,038 11,038 10,923
R1 10,962 10,962 10,904 11,000
PP 10,833 10,833 10,833 10,853
S1 10,757 10,757 10,866 10,795
S2 10,628 10,628 10,848
S3 10,423 10,552 10,829
S4 10,218 10,347 10,772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,910 10,705 205 1.9% 133 1.2% 88% True False 7,306
10 10,910 10,505 405 3.7% 112 1.0% 94% True False 4,887
20 10,910 9,890 1,020 9.4% 113 1.0% 98% True False 5,625
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,399
2.618 11,211
1.618 11,096
1.000 11,025
0.618 10,981
HIGH 10,910
0.618 10,866
0.500 10,853
0.382 10,839
LOW 10,795
0.618 10,724
1.000 10,680
1.618 10,609
2.618 10,494
4.250 10,306
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 10,874 10,862
PP 10,863 10,838
S1 10,853 10,815

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

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