NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 9,735 9,880 145 1.5% 9,840
High 9,845 10,050 205 2.1% 9,915
Low 9,665 9,880 215 2.2% 9,480
Close 9,875 9,980 105 1.1% 9,710
Range 180 170 -10 -5.6% 435
ATR 146 148 2 1.4% 0
Volume 226 458 232 102.7% 112
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,480 10,400 10,074
R3 10,310 10,230 10,027
R2 10,140 10,140 10,011
R1 10,060 10,060 9,996 10,100
PP 9,970 9,970 9,970 9,990
S1 9,890 9,890 9,965 9,930
S2 9,800 9,800 9,949
S3 9,630 9,720 9,933
S4 9,460 9,550 9,887
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 11,007 10,793 9,949
R3 10,572 10,358 9,830
R2 10,137 10,137 9,790
R1 9,923 9,923 9,750 9,813
PP 9,702 9,702 9,702 9,646
S1 9,488 9,488 9,670 9,378
S2 9,267 9,267 9,630
S3 8,832 9,053 9,591
S4 8,397 8,618 9,471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,050 9,665 385 3.9% 178 1.8% 82% True False 154
10 10,100 9,480 620 6.2% 141 1.4% 81% False False 82
20 10,680 9,480 1,200 12.0% 109 1.1% 42% False False 42
40 11,365 9,480 1,885 18.9% 57 0.6% 27% False False 26
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,773
2.618 10,495
1.618 10,325
1.000 10,220
0.618 10,155
HIGH 10,050
0.618 9,985
0.500 9,965
0.382 9,945
LOW 9,880
0.618 9,775
1.000 9,710
1.618 9,605
2.618 9,435
4.250 9,158
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 9,975 9,939
PP 9,970 9,898
S1 9,965 9,858

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

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