NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 9,790 9,790 0 0.0% 10,170
High 9,835 9,815 -20 -0.2% 10,305
Low 9,700 9,675 -25 -0.3% 9,700
Close 9,790 9,705 -85 -0.9% 9,790
Range 135 140 5 3.7% 605
ATR 192 189 -4 -1.9% 0
Volume 11,211 9,557 -1,654 -14.8% 47,865
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 10,152 10,068 9,782
R3 10,012 9,928 9,744
R2 9,872 9,872 9,731
R1 9,788 9,788 9,718 9,760
PP 9,732 9,732 9,732 9,718
S1 9,648 9,648 9,692 9,620
S2 9,592 9,592 9,679
S3 9,452 9,508 9,667
S4 9,312 9,368 9,628
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 11,747 11,373 10,123
R3 11,142 10,768 9,957
R2 10,537 10,537 9,901
R1 10,163 10,163 9,846 10,048
PP 9,932 9,932 9,932 9,874
S1 9,558 9,558 9,735 9,443
S2 9,327 9,327 9,679
S3 8,722 8,953 9,624
S4 8,117 8,348 9,457
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,225 9,675 550 5.7% 212 2.2% 5% False True 10,137
10 10,305 9,675 630 6.5% 187 1.9% 5% False True 9,076
20 10,305 9,420 885 9.1% 200 2.1% 32% False False 7,456
40 11,060 9,420 1,640 16.9% 142 1.5% 17% False False 3,732
60 11,465 9,420 2,045 21.1% 96 1.0% 14% False False 2,491
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,410
2.618 10,182
1.618 10,042
1.000 9,955
0.618 9,902
HIGH 9,815
0.618 9,762
0.500 9,745
0.382 9,729
LOW 9,675
0.618 9,589
1.000 9,535
1.618 9,449
2.618 9,309
4.250 9,080
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 9,745 9,858
PP 9,732 9,807
S1 9,718 9,756

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

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