NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 9,545 9,760 215 2.3% 9,665
High 9,770 9,855 85 0.9% 9,855
Low 9,505 9,675 170 1.8% 9,420
Close 9,750 9,850 100 1.0% 9,850
Range 265 180 -85 -32.1% 435
ATR 182 182 0 -0.1% 0
Volume 16,108 13,256 -2,852 -17.7% 47,778
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,333 10,272 9,949
R3 10,153 10,092 9,900
R2 9,973 9,973 9,883
R1 9,912 9,912 9,867 9,943
PP 9,793 9,793 9,793 9,809
S1 9,732 9,732 9,834 9,763
S2 9,613 9,613 9,817
S3 9,433 9,552 9,801
S4 9,253 9,372 9,751
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,013 10,867 10,089
R3 10,578 10,432 9,970
R2 10,143 10,143 9,930
R1 9,997 9,997 9,890 10,070
PP 9,708 9,708 9,708 9,745
S1 9,562 9,562 9,810 9,635
S2 9,273 9,273 9,770
S3 8,838 9,127 9,731
S4 8,403 8,692 9,611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,855 9,420 435 4.4% 217 2.2% 99% True False 9,555
10 10,050 9,420 630 6.4% 219 2.2% 68% False False 4,867
20 10,550 9,420 1,130 11.5% 145 1.5% 38% False False 2,438
40 11,350 9,420 1,930 19.6% 92 0.9% 22% False False 1,223
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 47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,620
2.618 10,326
1.618 10,146
1.000 10,035
0.618 9,966
HIGH 9,855
0.618 9,786
0.500 9,765
0.382 9,744
LOW 9,675
0.618 9,564
1.000 9,495
1.618 9,384
2.618 9,204
4.250 8,910
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 9,822 9,783
PP 9,793 9,715
S1 9,765 9,648

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

View Archives - Comment on this page... - Back to Index of Symbols