NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 26-Jul-2010
Day Change Summary
Previous Current
23-Jul-2010 26-Jul-2010 Change Change % Previous Week
Open 9,360 9,520 160 1.7% 9,260
High 9,565 9,570 5 0.1% 9,565
Low 9,350 9,445 95 1.0% 9,180
Close 9,520 9,555 35 0.4% 9,520
Range 215 125 -90 -41.9% 385
ATR 226 218 -7 -3.2% 0
Volume 10,542 9,702 -840 -8.0% 51,796
Daily Pivots for day following 26-Jul-2010
Classic Woodie Camarilla DeMark
R4 9,898 9,852 9,624
R3 9,773 9,727 9,590
R2 9,648 9,648 9,578
R1 9,602 9,602 9,567 9,625
PP 9,523 9,523 9,523 9,535
S1 9,477 9,477 9,544 9,500
S2 9,398 9,398 9,532
S3 9,273 9,352 9,521
S4 9,148 9,227 9,486
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,577 10,433 9,732
R3 10,192 10,048 9,626
R2 9,807 9,807 9,591
R1 9,663 9,663 9,555 9,735
PP 9,422 9,422 9,422 9,458
S1 9,278 9,278 9,485 9,350
S2 9,037 9,037 9,450
S3 8,652 8,893 9,414
S4 8,267 8,508 9,308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,570 9,180 390 4.1% 214 2.2% 96% True False 9,479
10 9,830 9,180 650 6.8% 225 2.4% 58% False False 9,631
20 9,830 9,050 780 8.2% 233 2.4% 65% False False 10,235
40 10,305 9,050 1,255 13.1% 218 2.3% 40% False False 8,607
60 11,150 9,050 2,100 22.0% 170 1.8% 24% False False 5,740
80 11,465 9,050 2,415 25.3% 129 1.3% 21% False False 4,307
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 32
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,101
2.618 9,897
1.618 9,772
1.000 9,695
0.618 9,647
HIGH 9,570
0.618 9,522
0.500 9,508
0.382 9,493
LOW 9,445
0.618 9,368
1.000 9,320
1.618 9,243
2.618 9,118
4.250 8,914
Fisher Pivots for day following 26-Jul-2010
Pivot 1 day 3 day
R1 9,539 9,498
PP 9,523 9,440
S1 9,508 9,383

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

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