NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 9,340 9,570 230 2.5% 9,790
High 9,560 9,655 95 1.0% 9,815
Low 9,245 9,510 265 2.9% 9,050
Close 9,555 9,635 80 0.8% 9,205
Range 315 145 -170 -54.0% 765
ATR 234 227 -6 -2.7% 0
Volume 13,003 10,806 -2,197 -16.9% 61,297
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,035 9,980 9,715
R3 9,890 9,835 9,675
R2 9,745 9,745 9,662
R1 9,690 9,690 9,648 9,718
PP 9,600 9,600 9,600 9,614
S1 9,545 9,545 9,622 9,573
S2 9,455 9,455 9,609
S3 9,310 9,400 9,595
S4 9,165 9,255 9,555
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 9,655 9,050 605 6.3% 271 2.8% 97% True False 11,855
10 10,040 9,050 990 10.3% 262 2.7% 59% False False 11,424
20 10,305 9,050 1,255 13.0% 224 2.3% 47% False False 10,681
40 10,610 9,050 1,560 16.2% 173 1.8% 38% False False 5,825
60 11,365 9,050 2,315 24.0% 129 1.3% 25% False False 3,887
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 64
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,271
2.618 10,035
1.618 9,890
1.000 9,800
0.618 9,745
HIGH 9,655
0.618 9,600
0.500 9,583
0.382 9,566
LOW 9,510
0.618 9,421
1.000 9,365
1.618 9,276
2.618 9,131
4.250 8,894
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 9,618 9,549
PP 9,600 9,463
S1 9,583 9,378

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

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