NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 10,950 10,960 10 0.1% 10,885
High 10,975 10,995 20 0.2% 10,995
Low 10,890 10,810 -80 -0.7% 10,725
Close 10,960 10,870 -90 -0.8% 10,870
Range 85 185 100 117.6% 270
ATR 152 154 2 1.5% 0
Volume 7,226 6,716 -510 -7.1% 39,799
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,447 11,343 10,972
R3 11,262 11,158 10,921
R2 11,077 11,077 10,904
R1 10,973 10,973 10,887 10,933
PP 10,892 10,892 10,892 10,871
S1 10,788 10,788 10,853 10,748
S2 10,707 10,707 10,836
S3 10,522 10,603 10,819
S4 10,337 10,418 10,768
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,673 11,542 11,019
R3 11,403 11,272 10,944
R2 11,133 11,133 10,920
R1 11,002 11,002 10,895 10,933
PP 10,863 10,863 10,863 10,829
S1 10,732 10,732 10,845 10,663
S2 10,593 10,593 10,821
S3 10,323 10,462 10,796
S4 10,053 10,192 10,722
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,995 10,725 270 2.5% 145 1.3% 54% True False 7,959
10 10,995 10,705 290 2.7% 139 1.3% 57% True False 7,633
20 10,995 10,130 865 8.0% 119 1.1% 86% True False 5,856
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,781
2.618 11,479
1.618 11,294
1.000 11,180
0.618 11,109
HIGH 10,995
0.618 10,924
0.500 10,903
0.382 10,881
LOW 10,810
0.618 10,696
1.000 10,625
1.618 10,511
2.618 10,326
4.250 10,024
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 10,903 10,867
PP 10,892 10,863
S1 10,881 10,860

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

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