NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 10,885 10,870 -15 -0.1% 10,715
High 10,955 10,930 -25 -0.2% 10,910
Low 10,835 10,735 -100 -0.9% 10,705
Close 10,900 10,800 -100 -0.9% 10,885
Range 120 195 75 62.5% 205
ATR 150 154 3 2.1% 0
Volume 6,018 7,922 1,904 31.6% 36,533
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,407 11,298 10,907
R3 11,212 11,103 10,854
R2 11,017 11,017 10,836
R1 10,908 10,908 10,818 10,865
PP 10,822 10,822 10,822 10,800
S1 10,713 10,713 10,782 10,670
S2 10,627 10,627 10,764
S3 10,432 10,518 10,747
S4 10,237 10,323 10,693
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% 134 1.2% 34% False False 7,992
10 10,955 10,560 395 3.7% 127 1.2% 61% False False 5,876
20 10,955 10,095 860 8.0% 114 1.1% 82% False False 5,450
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 31
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 11,759
2.618 11,441
1.618 11,246
1.000 11,125
0.618 11,051
HIGH 10,930
0.618 10,856
0.500 10,833
0.382 10,810
LOW 10,735
0.618 10,615
1.000 10,540
1.618 10,420
2.618 10,225
4.250 9,906
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 10,833 10,845
PP 10,822 10,830
S1 10,811 10,815

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

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