NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 10,365 10,315 -50 -0.5% 10,560
High 10,495 10,490 -5 0.0% 10,610
Low 10,230 10,155 -75 -0.7% 10,155
Close 10,320 10,235 -85 -0.8% 10,235
Range 265 335 70 26.4% 455
ATR 192 203 10 5.3% 0
Volume 8,503 11,739 3,236 38.1% 52,205
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,298 11,102 10,419
R3 10,963 10,767 10,327
R2 10,628 10,628 10,297
R1 10,432 10,432 10,266 10,363
PP 10,293 10,293 10,293 10,259
S1 10,097 10,097 10,204 10,028
S2 9,958 9,958 10,174
S3 9,623 9,762 10,143
S4 9,288 9,427 10,051
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,698 11,422 10,485
R3 11,243 10,967 10,360
R2 10,788 10,788 10,319
R1 10,512 10,512 10,277 10,423
PP 10,333 10,333 10,333 10,289
S1 10,057 10,057 10,193 9,968
S2 9,878 9,878 10,152
S3 9,423 9,602 10,110
S4 8,968 9,147 9,985
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,610 10,155 455 4.4% 207 2.0% 18% False True 10,441
10 10,995 10,155 840 8.2% 230 2.2% 10% False True 10,157
20 10,995 10,155 840 8.2% 181 1.8% 10% False True 8,757
40 10,995 9,695 1,300 12.7% 150 1.5% 42% False False 6,886
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 65
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 11,914
2.618 11,367
1.618 11,032
1.000 10,825
0.618 10,697
HIGH 10,490
0.618 10,362
0.500 10,323
0.382 10,283
LOW 10,155
0.618 9,948
1.000 9,820
1.618 9,613
2.618 9,278
4.250 8,731
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 10,323 10,325
PP 10,293 10,295
S1 10,264 10,265

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

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