NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 9,965 9,665 -300 -3.0% 9,790
High 10,025 9,675 -350 -3.5% 10,050
Low 9,625 9,450 -175 -1.8% 9,625
Close 9,675 9,450 -225 -2.3% 9,675
Range 400 225 -175 -43.8% 425
ATR 166 171 4 2.5% 0
Volume 154 325 171 111.0% 858
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,200 10,050 9,574
R3 9,975 9,825 9,512
R2 9,750 9,750 9,491
R1 9,600 9,600 9,471 9,563
PP 9,525 9,525 9,525 9,506
S1 9,375 9,375 9,430 9,338
S2 9,300 9,300 9,409
S3 9,075 9,150 9,388
S4 8,850 8,925 9,326
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 9,450 600 6.3% 227 2.4% 0% False True 236
10 10,050 9,450 600 6.3% 203 2.1% 0% False True 129
20 10,680 9,450 1,230 13.0% 102 1.1% 0% False True 65
40 11,365 9,450 1,915 20.3% 73 0.8% 0% False True 37
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 24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,631
2.618 10,264
1.618 10,039
1.000 9,900
0.618 9,814
HIGH 9,675
0.618 9,589
0.500 9,563
0.382 9,536
LOW 9,450
0.618 9,311
1.000 9,225
1.618 9,086
2.618 8,861
4.250 8,494
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 9,563 9,750
PP 9,525 9,650
S1 9,488 9,550

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

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