NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 21-Jul-2010
Day Change Summary
Previous Current
20-Jul-2010 21-Jul-2010 Change Change % Previous Week
Open 9,245 9,425 180 1.9% 9,600
High 9,425 9,450 25 0.3% 9,830
Low 9,180 9,215 35 0.4% 9,205
Close 9,400 9,225 -175 -1.9% 9,265
Range 245 235 -10 -4.1% 625
ATR 224 225 1 0.4% 0
Volume 7,556 9,722 2,166 28.7% 41,424
Daily Pivots for day following 21-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,002 9,848 9,354
R3 9,767 9,613 9,290
R2 9,532 9,532 9,268
R1 9,378 9,378 9,247 9,338
PP 9,297 9,297 9,297 9,276
S1 9,143 9,143 9,204 9,103
S2 9,062 9,062 9,182
S3 8,827 8,908 9,161
S4 8,592 8,673 9,096
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 9,790 9,180 610 6.6% 269 2.9% 7% False False 9,960
10 9,830 9,180 650 7.0% 205 2.2% 7% False False 9,206
20 10,040 9,050 990 10.7% 236 2.6% 18% False False 10,353
40 10,305 9,050 1,255 13.6% 221 2.4% 14% False False 7,856
60 11,150 9,050 2,100 22.8% 160 1.7% 8% False False 5,238
80 11,465 9,050 2,415 26.2% 121 1.3% 7% False False 3,931
Crabel Price Patterns
NR True
NR4 False
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 41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,449
2.618 10,065
1.618 9,830
1.000 9,685
0.618 9,595
HIGH 9,450
0.618 9,360
0.500 9,333
0.382 9,305
LOW 9,215
0.618 9,070
1.000 8,980
1.618 8,835
2.618 8,600
4.250 8,216
Fisher Pivots for day following 21-Jul-2010
Pivot 1 day 3 day
R1 9,333 9,315
PP 9,297 9,285
S1 9,261 9,255

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

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