NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 22-Jul-2010
Day Change Summary
Previous Current
21-Jul-2010 22-Jul-2010 Change Change % Previous Week
Open 9,425 9,215 -210 -2.2% 9,600
High 9,450 9,445 -5 -0.1% 9,830
Low 9,215 9,195 -20 -0.2% 9,205
Close 9,225 9,350 125 1.4% 9,265
Range 235 250 15 6.4% 625
ATR 225 226 2 0.8% 0
Volume 9,722 9,876 154 1.6% 41,424
Daily Pivots for day following 22-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,080 9,965 9,488
R3 9,830 9,715 9,419
R2 9,580 9,580 9,396
R1 9,465 9,465 9,373 9,523
PP 9,330 9,330 9,330 9,359
S1 9,215 9,215 9,327 9,273
S2 9,080 9,080 9,304
S3 8,830 8,965 9,281
S4 8,580 8,715 9,213
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 9,705 9,180 525 5.6% 270 2.9% 32% False False 10,414
10 9,830 9,180 650 7.0% 215 2.3% 26% False False 9,113
20 10,040 9,050 990 10.6% 238 2.5% 30% False False 10,268
40 10,305 9,050 1,255 13.4% 224 2.4% 24% False False 8,103
60 11,150 9,050 2,100 22.5% 164 1.8% 14% False False 5,403
80 11,465 9,050 2,415 25.8% 124 1.3% 12% False False 4,054
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 37
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,508
2.618 10,100
1.618 9,850
1.000 9,695
0.618 9,600
HIGH 9,445
0.618 9,350
0.500 9,320
0.382 9,291
LOW 9,195
0.618 9,041
1.000 8,945
1.618 8,791
2.618 8,541
4.250 8,133
Fisher Pivots for day following 22-Jul-2010
Pivot 1 day 3 day
R1 9,340 9,338
PP 9,330 9,327
S1 9,320 9,315

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

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