NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 10,865 10,885 20 0.2% 10,715
High 10,910 10,955 45 0.4% 10,910
Low 10,795 10,835 40 0.4% 10,705
Close 10,885 10,900 15 0.1% 10,885
Range 115 120 5 4.3% 205
ATR 153 150 -2 -1.5% 0
Volume 5,451 6,018 567 10.4% 36,533
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,257 11,198 10,966
R3 11,137 11,078 10,933
R2 11,017 11,017 10,922
R1 10,958 10,958 10,911 10,988
PP 10,897 10,897 10,897 10,911
S1 10,838 10,838 10,889 10,868
S2 10,777 10,777 10,878
S3 10,657 10,718 10,867
S4 10,537 10,598 10,834
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 10,955 10,720 235 2.2% 120 1.1% 77% True False 8,272
10 10,955 10,560 395 3.6% 115 1.1% 86% True False 5,210
20 10,955 10,095 860 7.9% 108 1.0% 94% True False 5,459
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 29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,465
2.618 11,269
1.618 11,149
1.000 11,075
0.618 11,029
HIGH 10,955
0.618 10,909
0.500 10,895
0.382 10,881
LOW 10,835
0.618 10,761
1.000 10,715
1.618 10,641
2.618 10,521
4.250 10,325
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 10,898 10,879
PP 10,897 10,858
S1 10,895 10,838

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

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