NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 10,895 10,695 -200 -1.8% 10,885
High 10,895 10,885 -10 -0.1% 10,995
Low 10,595 10,590 -5 0.0% 10,725
Close 10,690 10,635 -55 -0.5% 10,870
Range 300 295 -5 -1.7% 270
ATR 168 177 9 5.4% 0
Volume 8,340 9,858 1,518 18.2% 39,799
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,588 11,407 10,797
R3 11,293 11,112 10,716
R2 10,998 10,998 10,689
R1 10,817 10,817 10,662 10,760
PP 10,703 10,703 10,703 10,675
S1 10,522 10,522 10,608 10,465
S2 10,408 10,408 10,581
S3 10,113 10,227 10,554
S4 9,818 9,932 10,473
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 10,590 405 3.8% 211 2.0% 11% False True 8,356
10 10,995 10,590 405 3.8% 173 1.6% 11% False True 8,040
20 10,995 10,395 600 5.6% 143 1.3% 40% False False 6,317
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,139
2.618 11,657
1.618 11,362
1.000 11,180
0.618 11,067
HIGH 10,885
0.618 10,772
0.500 10,738
0.382 10,703
LOW 10,590
0.618 10,408
1.000 10,295
1.618 10,113
2.618 9,818
4.250 9,336
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 10,738 10,760
PP 10,703 10,718
S1 10,669 10,677

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

View Archives - Comment on this page... - Back to Index of Symbols