NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 04-Jun-2010
Day Change Summary
Previous Current
03-Jun-2010 04-Jun-2010 Change Change % Previous Week
Open 9,880 9,965 85 0.9% 9,790
High 10,050 10,025 -25 -0.2% 10,050
Low 9,880 9,625 -255 -2.6% 9,625
Close 9,980 9,675 -305 -3.1% 9,675
Range 170 400 230 135.3% 425
ATR 148 166 18 12.1% 0
Volume 458 154 -304 -66.4% 858
Daily Pivots for day following 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,975 10,725 9,895
R3 10,575 10,325 9,785
R2 10,175 10,175 9,748
R1 9,925 9,925 9,712 9,850
PP 9,775 9,775 9,775 9,738
S1 9,525 9,525 9,638 9,450
S2 9,375 9,375 9,602
S3 8,975 9,125 9,565
S4 8,575 8,725 9,455
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,058 10,792 9,909
R3 10,633 10,367 9,792
R2 10,208 10,208 9,753
R1 9,942 9,942 9,714 9,863
PP 9,783 9,783 9,783 9,744
S1 9,517 9,517 9,636 9,438
S2 9,358 9,358 9,597
S3 8,933 9,092 9,558
S4 8,508 8,667 9,441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,050 9,625 425 4.4% 220 2.3% 12% False True 178
10 10,050 9,480 570 5.9% 181 1.9% 34% False False 97
20 10,680 9,480 1,200 12.4% 110 1.1% 16% False False 49
40 11,365 9,480 1,885 19.5% 67 0.7% 10% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 11,725
2.618 11,072
1.618 10,672
1.000 10,425
0.618 10,272
HIGH 10,025
0.618 9,872
0.500 9,825
0.382 9,778
LOW 9,625
0.618 9,378
1.000 9,225
1.618 8,978
2.618 8,578
4.250 7,925
Fisher Pivots for day following 04-Jun-2010
Pivot 1 day 3 day
R1 9,825 9,838
PP 9,775 9,783
S1 9,725 9,729

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

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