NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 10,290 10,365 75 0.7% 10,875
High 10,365 10,495 130 1.3% 10,930
Low 10,205 10,230 25 0.2% 10,370
Close 10,350 10,320 -30 -0.3% 10,380
Range 160 265 105 65.6% 560
ATR 187 192 6 3.0% 0
Volume 12,017 8,503 -3,514 -29.2% 42,656
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,143 10,997 10,466
R3 10,878 10,732 10,393
R2 10,613 10,613 10,369
R1 10,467 10,467 10,344 10,408
PP 10,348 10,348 10,348 10,319
S1 10,202 10,202 10,296 10,143
S2 10,083 10,083 10,272
S3 9,818 9,937 10,247
S4 9,553 9,672 10,174
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 10,660 10,205 455 4.4% 198 1.9% 25% False False 11,056
10 10,995 10,205 790 7.7% 205 2.0% 15% False False 9,706
20 10,995 10,205 790 7.7% 170 1.6% 15% False False 8,280
40 10,995 9,540 1,455 14.1% 144 1.4% 54% False False 6,594
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 52
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,621
2.618 11,189
1.618 10,924
1.000 10,760
0.618 10,659
HIGH 10,495
0.618 10,394
0.500 10,363
0.382 10,331
LOW 10,230
0.618 10,066
1.000 9,965
1.618 9,801
2.618 9,536
4.250 9,104
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 10,363 10,350
PP 10,348 10,340
S1 10,334 10,330

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

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