NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 9,245 9,230 -15 -0.2% 9,790
High 9,320 9,345 25 0.3% 9,815
Low 9,050 9,155 105 1.2% 9,050
Close 9,215 9,205 -10 -0.1% 9,205
Range 270 190 -80 -29.6% 765
ATR 213 211 -2 -0.8% 0
Volume 10,778 16,476 5,698 52.9% 61,297
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 9,805 9,695 9,310
R3 9,615 9,505 9,257
R2 9,425 9,425 9,240
R1 9,315 9,315 9,223 9,275
PP 9,235 9,235 9,235 9,215
S1 9,125 9,125 9,188 9,085
S2 9,045 9,045 9,170
S3 8,855 8,935 9,153
S4 8,665 8,745 9,101
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,652 11,193 9,626
R3 10,887 10,428 9,416
R2 10,122 10,122 9,345
R1 9,663 9,663 9,275 9,510
PP 9,357 9,357 9,357 9,280
S1 8,898 8,898 9,135 8,745
S2 8,592 8,592 9,065
S3 7,827 8,133 8,995
S4 7,062 7,368 8,784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,815 9,050 765 8.3% 255 2.8% 20% False False 12,259
10 10,305 9,050 1,255 13.6% 235 2.6% 12% False False 10,916
20 10,305 9,050 1,255 13.6% 211 2.3% 12% False False 10,001
40 10,680 9,050 1,630 17.7% 161 1.7% 10% False False 5,025
60 11,365 9,050 2,315 25.1% 115 1.2% 7% False False 3,353
Crabel Price Patterns
NR True
NR4 True
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 60
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,153
2.618 9,843
1.618 9,653
1.000 9,535
0.618 9,463
HIGH 9,345
0.618 9,273
0.500 9,250
0.382 9,228
LOW 9,155
0.618 9,038
1.000 8,965
1.618 8,848
2.618 8,658
4.250 8,348
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 9,250 9,248
PP 9,235 9,233
S1 9,220 9,219

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

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