NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 10,170 10,185 15 0.1% 9,845
High 10,305 10,225 -80 -0.8% 10,200
Low 10,150 9,945 -205 -2.0% 9,845
Close 10,200 9,980 -220 -2.2% 10,040
Range 155 280 125 80.6% 355
ATR 180 188 7 3.9% 0
Volume 6,737 8,631 1,894 28.1% 43,080
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,890 10,715 10,134
R3 10,610 10,435 10,057
R2 10,330 10,330 10,031
R1 10,155 10,155 10,006 10,103
PP 10,050 10,050 10,050 10,024
S1 9,875 9,875 9,954 9,823
S2 9,770 9,770 9,929
S3 9,490 9,595 9,903
S4 9,210 9,315 9,826
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,093 10,922 10,235
R3 10,738 10,567 10,138
R2 10,383 10,383 10,105
R1 10,212 10,212 10,073 10,298
PP 10,028 10,028 10,028 10,071
S1 9,857 9,857 10,008 9,943
S2 9,673 9,673 9,975
S3 9,318 9,502 9,943
S4 8,963 9,147 9,845
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,305 9,945 360 3.6% 169 1.7% 10% False True 8,181
10 10,305 9,440 865 8.7% 191 1.9% 62% False False 9,736
20 10,305 9,420 885 8.9% 206 2.1% 63% False False 5,359
40 11,150 9,420 1,730 17.3% 123 1.2% 32% False False 2,680
60 11,465 9,420 2,045 20.5% 83 0.8% 27% False False 1,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 42
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 11,415
2.618 10,958
1.618 10,678
1.000 10,505
0.618 10,398
HIGH 10,225
0.618 10,118
0.500 10,085
0.382 10,052
LOW 9,945
0.618 9,772
1.000 9,665
1.618 9,492
2.618 9,212
4.250 8,755
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 10,085 10,125
PP 10,050 10,077
S1 10,015 10,028

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

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