NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 10,470 10,350 -120 -1.1% 10,560
High 10,485 10,365 -120 -1.1% 10,610
Low 10,415 10,020 -395 -3.8% 10,155
Close 10,465 10,065 -400 -3.8% 10,235
Range 70 345 275 392.9% 455
ATR 189 207 18 9.7% 0
Volume 8,085 8,929 844 10.4% 52,205
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 11,185 10,970 10,255
R3 10,840 10,625 10,160
R2 10,495 10,495 10,128
R1 10,280 10,280 10,097 10,215
PP 10,150 10,150 10,150 10,118
S1 9,935 9,935 10,034 9,870
S2 9,805 9,805 10,002
S3 9,460 9,590 9,970
S4 9,115 9,245 9,875
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 10,020 505 5.0% 218 2.2% 9% False True 9,663
10 10,660 10,020 640 6.4% 208 2.1% 7% False True 10,359
20 10,995 10,020 975 9.7% 191 1.9% 5% False True 9,200
40 10,995 9,890 1,105 11.0% 154 1.5% 16% False False 7,724
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 50
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 11,831
2.618 11,268
1.618 10,923
1.000 10,710
0.618 10,578
HIGH 10,365
0.618 10,233
0.500 10,193
0.382 10,152
LOW 10,020
0.618 9,807
1.000 9,675
1.618 9,462
2.618 9,117
4.250 8,554
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 10,193 10,273
PP 10,150 10,203
S1 10,108 10,134

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

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