NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 9,380 9,245 -135 -1.4% 10,170
High 9,445 9,320 -125 -1.3% 10,305
Low 9,235 9,050 -185 -2.0% 9,700
Close 9,245 9,215 -30 -0.3% 9,790
Range 210 270 60 28.6% 605
ATR 209 213 4 2.1% 0
Volume 14,669 10,778 -3,891 -26.5% 47,865
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,005 9,880 9,364
R3 9,735 9,610 9,289
R2 9,465 9,465 9,265
R1 9,340 9,340 9,240 9,268
PP 9,195 9,195 9,195 9,159
S1 9,070 9,070 9,190 8,998
S2 8,925 8,925 9,166
S3 8,655 8,800 9,141
S4 8,385 8,530 9,067
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 9,835 9,050 785 8.5% 244 2.6% 21% False True 11,206
10 10,305 9,050 1,255 13.6% 223 2.4% 13% False True 10,276
20 10,305 9,050 1,255 13.6% 222 2.4% 13% False True 9,184
40 10,680 9,050 1,630 17.7% 166 1.8% 10% False True 4,613
60 11,365 9,050 2,315 25.1% 112 1.2% 7% False True 3,078
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 55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,468
2.618 10,027
1.618 9,757
1.000 9,590
0.618 9,487
HIGH 9,320
0.618 9,217
0.500 9,185
0.382 9,153
LOW 9,050
0.618 8,883
1.000 8,780
1.618 8,613
2.618 8,343
4.250 7,903
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 9,205 9,418
PP 9,195 9,350
S1 9,185 9,283

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

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