NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 10,345 10,290 -55 -0.5% 10,875
High 10,425 10,365 -60 -0.6% 10,930
Low 10,310 10,205 -105 -1.0% 10,370
Close 10,370 10,350 -20 -0.2% 10,380
Range 115 160 45 39.1% 560
ATR 188 187 -2 -0.9% 0
Volume 8,811 12,017 3,206 36.4% 42,656
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 10,787 10,728 10,438
R3 10,627 10,568 10,394
R2 10,467 10,467 10,379
R1 10,408 10,408 10,365 10,438
PP 10,307 10,307 10,307 10,321
S1 10,248 10,248 10,335 10,278
S2 10,147 10,147 10,321
S3 9,987 10,088 10,306
S4 9,827 9,928 10,262
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 10,885 10,205 680 6.6% 204 2.0% 21% False True 11,327
10 10,995 10,205 790 7.6% 192 1.9% 18% False True 10,047
20 10,995 10,205 790 7.6% 160 1.5% 18% False True 7,962
40 10,995 9,295 1,700 16.4% 140 1.4% 62% False False 6,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,045
2.618 10,784
1.618 10,624
1.000 10,525
0.618 10,464
HIGH 10,365
0.618 10,304
0.500 10,285
0.382 10,266
LOW 10,205
0.618 10,106
1.000 10,045
1.618 9,946
2.618 9,786
4.250 9,525
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 10,328 10,408
PP 10,307 10,388
S1 10,285 10,369

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

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