NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 9,525 9,500 -25 -0.3% 9,790
High 9,600 9,675 75 0.8% 10,050
Low 9,420 9,440 20 0.2% 9,625
Close 9,565 9,545 -20 -0.2% 9,675
Range 180 235 55 30.6% 425
ATR 171 176 5 2.7% 0
Volume 8,534 9,555 1,021 12.0% 858
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,258 10,137 9,674
R3 10,023 9,902 9,610
R2 9,788 9,788 9,588
R1 9,667 9,667 9,567 9,728
PP 9,553 9,553 9,553 9,584
S1 9,432 9,432 9,524 9,493
S2 9,318 9,318 9,502
S3 9,083 9,197 9,481
S4 8,848 8,962 9,416
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 9,420 630 6.6% 242 2.5% 20% False False 3,805
10 10,050 9,420 630 6.6% 233 2.4% 20% False False 1,937
20 10,610 9,420 1,190 12.5% 122 1.3% 11% False False 969
40 11,365 9,420 1,945 20.4% 82 0.9% 6% False False 490
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 37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,674
2.618 10,290
1.618 10,055
1.000 9,910
0.618 9,820
HIGH 9,675
0.618 9,585
0.500 9,558
0.382 9,530
LOW 9,440
0.618 9,295
1.000 9,205
1.618 9,060
2.618 8,825
4.250 8,441
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 9,558 9,548
PP 9,553 9,547
S1 9,549 9,546

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

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