NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 9,960 9,905 -55 -0.6% 9,845
High 10,015 10,040 25 0.2% 10,200
Low 9,820 9,730 -90 -0.9% 9,845
Close 9,925 9,795 -130 -1.3% 10,040
Range 195 310 115 59.0% 355
ATR 188 197 9 4.6% 0
Volume 11,574 9,712 -1,862 -16.1% 43,080
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,785 10,600 9,966
R3 10,475 10,290 9,880
R2 10,165 10,165 9,852
R1 9,980 9,980 9,824 9,918
PP 9,855 9,855 9,855 9,824
S1 9,670 9,670 9,767 9,608
S2 9,545 9,545 9,738
S3 9,235 9,360 9,710
S4 8,925 9,050 9,625
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 9,730 575 5.9% 202 2.1% 11% False True 9,347
10 10,305 9,675 630 6.4% 191 1.9% 19% False False 9,299
20 10,305 9,420 885 9.0% 205 2.1% 42% False False 6,421
40 11,150 9,420 1,730 17.7% 135 1.4% 22% False False 3,212
60 11,465 9,420 2,045 20.9% 92 0.9% 18% False False 2,145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 51
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 11,358
2.618 10,852
1.618 10,542
1.000 10,350
0.618 10,232
HIGH 10,040
0.618 9,922
0.500 9,885
0.382 9,849
LOW 9,730
0.618 9,539
1.000 9,420
1.618 9,229
2.618 8,919
4.250 8,413
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 9,885 9,978
PP 9,855 9,917
S1 9,825 9,856

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

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