NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 10,960 10,875 -85 -0.8% 10,885
High 10,995 10,930 -65 -0.6% 10,995
Low 10,810 10,740 -70 -0.6% 10,725
Close 10,870 10,900 30 0.3% 10,870
Range 185 190 5 2.7% 270
ATR 154 157 3 1.6% 0
Volume 6,716 9,644 2,928 43.6% 39,799
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,427 11,353 11,005
R3 11,237 11,163 10,952
R2 11,047 11,047 10,935
R1 10,973 10,973 10,918 11,010
PP 10,857 10,857 10,857 10,875
S1 10,783 10,783 10,883 10,820
S2 10,667 10,667 10,865
S3 10,477 10,593 10,848
S4 10,287 10,403 10,796
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% 159 1.5% 65% False False 8,685
10 10,995 10,720 275 2.5% 140 1.3% 65% False False 8,478
20 10,995 10,130 865 7.9% 126 1.2% 89% False False 6,093
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,738
2.618 11,428
1.618 11,238
1.000 11,120
0.618 11,048
HIGH 10,930
0.618 10,858
0.500 10,835
0.382 10,813
LOW 10,740
0.618 10,623
1.000 10,550
1.618 10,433
2.618 10,243
4.250 9,933
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 10,878 10,889
PP 10,857 10,878
S1 10,835 10,868

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

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