NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 9,230 9,100 -130 -1.4% 9,790
High 9,345 9,535 190 2.0% 9,815
Low 9,155 9,100 -55 -0.6% 9,050
Close 9,205 9,340 135 1.5% 9,205
Range 190 435 245 128.9% 765
ATR 211 227 16 7.6% 0
Volume 16,476 8,216 -8,260 -50.1% 61,297
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,630 10,420 9,579
R3 10,195 9,985 9,460
R2 9,760 9,760 9,420
R1 9,550 9,550 9,380 9,655
PP 9,325 9,325 9,325 9,378
S1 9,115 9,115 9,300 9,220
S2 8,890 8,890 9,260
S3 8,455 8,680 9,221
S4 8,020 8,245 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 9,785 9,050 735 7.9% 314 3.4% 39% False False 11,991
10 10,225 9,050 1,175 12.6% 263 2.8% 25% False False 11,064
20 10,305 9,050 1,255 13.4% 222 2.4% 23% False False 10,395
40 10,680 9,050 1,630 17.5% 162 1.7% 18% False False 5,230
60 11,365 9,050 2,315 24.8% 122 1.3% 13% False False 3,490
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,384
2.618 10,674
1.618 10,239
1.000 9,970
0.618 9,804
HIGH 9,535
0.618 9,369
0.500 9,318
0.382 9,266
LOW 9,100
0.618 8,831
1.000 8,665
1.618 8,396
2.618 7,961
4.250 7,251
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 9,333 9,324
PP 9,325 9,308
S1 9,318 9,293

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

View Archives - Comment on this page... - Back to Index of Symbols