NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 9,845 9,880 35 0.4% 9,665
High 9,980 10,100 120 1.2% 9,855
Low 9,845 9,855 10 0.1% 9,420
Close 9,890 10,080 190 1.9% 9,850
Range 135 245 110 81.5% 435
ATR 179 183 5 2.6% 0
Volume 9,738 7,801 -1,937 -19.9% 47,778
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,747 10,658 10,215
R3 10,502 10,413 10,148
R2 10,257 10,257 10,125
R1 10,168 10,168 10,103 10,213
PP 10,012 10,012 10,012 10,034
S1 9,923 9,923 10,058 9,968
S2 9,767 9,767 10,035
S3 9,522 9,678 10,013
S4 9,277 9,433 9,945
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 10,100 9,440 660 6.5% 212 2.1% 97% True False 11,291
10 10,100 9,420 680 6.7% 222 2.2% 97% True False 6,615
20 10,350 9,420 930 9.2% 164 1.6% 71% False False 3,314
40 11,200 9,420 1,780 17.7% 101 1.0% 37% False False 1,660
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 43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,141
2.618 10,742
1.618 10,497
1.000 10,345
0.618 10,252
HIGH 10,100
0.618 10,007
0.500 9,978
0.382 9,949
LOW 9,855
0.618 9,704
1.000 9,610
1.618 9,459
2.618 9,214
4.250 8,814
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 10,046 10,016
PP 10,012 9,952
S1 9,978 9,888

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

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