NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 20-Jul-2010
Day Change Summary
Previous Current
19-Jul-2010 20-Jul-2010 Change Change % Previous Week
Open 9,260 9,245 -15 -0.2% 9,600
High 9,320 9,425 105 1.1% 9,830
Low 9,200 9,180 -20 -0.2% 9,205
Close 9,290 9,400 110 1.2% 9,265
Range 120 245 125 104.2% 625
ATR 222 224 2 0.7% 0
Volume 14,100 7,556 -6,544 -46.4% 41,424
Daily Pivots for day following 20-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,070 9,980 9,535
R3 9,825 9,735 9,468
R2 9,580 9,580 9,445
R1 9,490 9,490 9,423 9,535
PP 9,335 9,335 9,335 9,358
S1 9,245 9,245 9,378 9,290
S2 9,090 9,090 9,355
S3 8,845 9,000 9,333
S4 8,600 8,755 9,265
Weekly Pivots for week ending 16-Jul-2010
Classic Woodie Camarilla DeMark
R4 11,308 10,912 9,609
R3 10,683 10,287 9,437
R2 10,058 10,058 9,380
R1 9,662 9,662 9,322 9,548
PP 9,433 9,433 9,433 9,376
S1 9,037 9,037 9,208 8,923
S2 8,808 8,808 9,151
S3 8,183 8,412 9,093
S4 7,558 7,787 8,921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,830 9,180 650 6.9% 253 2.7% 34% False True 9,979
10 9,830 9,180 650 6.9% 213 2.3% 34% False True 9,534
20 10,225 9,050 1,175 12.5% 238 2.5% 30% False False 10,299
40 10,305 9,050 1,255 13.4% 215 2.3% 28% False False 7,613
60 11,200 9,050 2,150 22.9% 156 1.7% 16% False False 5,076
80 11,465 9,050 2,415 25.7% 118 1.3% 14% False False 3,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,466
2.618 10,067
1.618 9,822
1.000 9,670
0.618 9,577
HIGH 9,425
0.618 9,332
0.500 9,303
0.382 9,274
LOW 9,180
0.618 9,029
1.000 8,935
1.618 8,784
2.618 8,539
4.250 8,139
Fisher Pivots for day following 20-Jul-2010
Pivot 1 day 3 day
R1 9,368 9,443
PP 9,335 9,428
S1 9,303 9,414

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

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