NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 10,875 10,895 20 0.2% 10,885
High 10,930 10,895 -35 -0.3% 10,995
Low 10,740 10,595 -145 -1.4% 10,725
Close 10,900 10,690 -210 -1.9% 10,870
Range 190 300 110 57.9% 270
ATR 157 168 11 6.7% 0
Volume 9,644 8,340 -1,304 -13.5% 39,799
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,627 11,458 10,855
R3 11,327 11,158 10,773
R2 11,027 11,027 10,745
R1 10,858 10,858 10,718 10,793
PP 10,727 10,727 10,727 10,694
S1 10,558 10,558 10,663 10,493
S2 10,427 10,427 10,635
S3 10,127 10,258 10,608
S4 9,827 9,958 10,525
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 10,595 400 3.7% 180 1.7% 24% False True 8,768
10 10,995 10,595 400 3.7% 157 1.5% 24% False True 8,380
20 10,995 10,210 785 7.3% 135 1.3% 61% False False 6,159
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 35
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 12,170
2.618 11,681
1.618 11,381
1.000 11,195
0.618 11,081
HIGH 10,895
0.618 10,781
0.500 10,745
0.382 10,710
LOW 10,595
0.618 10,410
1.000 10,295
1.618 10,110
2.618 9,810
4.250 9,320
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 10,745 10,795
PP 10,727 10,760
S1 10,708 10,725

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

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