NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 10,695 10,655 -40 -0.4% 10,875
High 10,885 10,660 -225 -2.1% 10,930
Low 10,590 10,370 -220 -2.1% 10,370
Close 10,635 10,380 -255 -2.4% 10,380
Range 295 290 -5 -1.7% 560
ATR 177 185 8 4.6% 0
Volume 9,858 14,814 4,956 50.3% 42,656
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,340 11,150 10,540
R3 11,050 10,860 10,460
R2 10,760 10,760 10,433
R1 10,570 10,570 10,407 10,520
PP 10,470 10,470 10,470 10,445
S1 10,280 10,280 10,354 10,230
S2 10,180 10,180 10,327
S3 9,890 9,990 10,300
S4 9,600 9,700 10,221
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 12,240 11,870 10,688
R3 11,680 11,310 10,534
R2 11,120 11,120 10,483
R1 10,750 10,750 10,431 10,655
PP 10,560 10,560 10,560 10,513
S1 10,190 10,190 10,329 10,095
S2 10,000 10,000 10,277
S3 9,440 9,630 10,226
S4 8,880 9,070 10,072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,995 10,370 625 6.0% 252 2.4% 2% False True 9,874
10 10,995 10,370 625 6.0% 192 1.8% 2% False True 8,790
20 10,995 10,370 625 6.0% 152 1.5% 2% False True 6,854
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 39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,893
2.618 11,419
1.618 11,129
1.000 10,950
0.618 10,839
HIGH 10,660
0.618 10,549
0.500 10,515
0.382 10,481
LOW 10,370
0.618 10,191
1.000 10,080
1.618 9,901
2.618 9,611
4.250 9,138
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 10,515 10,633
PP 10,470 10,548
S1 10,425 10,464

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

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