NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 10,245 10,295 50 0.5% 10,560
High 10,345 10,525 180 1.7% 10,610
Low 10,235 10,295 60 0.6% 10,155
Close 10,315 10,450 135 1.3% 10,235
Range 110 230 120 109.1% 455
ATR 196 198 2 1.2% 0
Volume 12,142 7,423 -4,719 -38.9% 52,205
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 11,113 11,012 10,577
R3 10,883 10,782 10,513
R2 10,653 10,653 10,492
R1 10,552 10,552 10,471 10,603
PP 10,423 10,423 10,423 10,449
S1 10,322 10,322 10,429 10,373
S2 10,193 10,193 10,408
S3 9,963 10,092 10,387
S4 9,733 9,862 10,324
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 10,525 10,155 370 3.5% 220 2.1% 80% True False 10,364
10 10,895 10,155 740 7.1% 226 2.2% 40% False False 10,478
20 10,995 10,155 840 8.0% 183 1.7% 35% False False 9,478
40 10,995 9,890 1,105 10.6% 153 1.5% 51% False False 7,353
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 57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,503
2.618 11,127
1.618 10,897
1.000 10,755
0.618 10,667
HIGH 10,525
0.618 10,437
0.500 10,410
0.382 10,383
LOW 10,295
0.618 10,153
1.000 10,065
1.618 9,923
2.618 9,693
4.250 9,318
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 10,437 10,413
PP 10,423 10,377
S1 10,410 10,340

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

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