NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 9,880 10,085 205 2.1% 9,665
High 10,100 10,200 100 1.0% 9,855
Low 9,855 10,025 170 1.7% 9,420
Close 10,080 10,140 60 0.6% 9,850
Range 245 175 -70 -28.6% 435
ATR 183 183 -1 -0.3% 0
Volume 7,801 8,264 463 5.9% 47,778
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,647 10,568 10,236
R3 10,472 10,393 10,188
R2 10,297 10,297 10,172
R1 10,218 10,218 10,156 10,258
PP 10,122 10,122 10,122 10,141
S1 10,043 10,043 10,124 10,083
S2 9,947 9,947 10,108
S3 9,772 9,868 10,092
S4 9,597 9,693 10,044
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 10,200 9,505 695 6.9% 200 2.0% 91% True False 11,033
10 10,200 9,420 780 7.7% 221 2.2% 92% True False 7,419
20 10,200 9,420 780 7.7% 172 1.7% 92% True False 3,728
40 11,200 9,420 1,780 17.6% 106 1.0% 40% False False 1,866
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 42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,944
2.618 10,658
1.618 10,483
1.000 10,375
0.618 10,308
HIGH 10,200
0.618 10,133
0.500 10,113
0.382 10,092
LOW 10,025
0.618 9,917
1.000 9,850
1.618 9,742
2.618 9,567
4.250 9,281
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 10,131 10,101
PP 10,122 10,062
S1 10,113 10,023

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

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