NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 9,520 9,555 35 0.4% 9,260
High 9,570 9,655 85 0.9% 9,565
Low 9,445 9,500 55 0.6% 9,180
Close 9,555 9,655 100 1.0% 9,520
Range 125 155 30 24.0% 385
ATR 218 214 -5 -2.1% 0
Volume 9,702 7,812 -1,890 -19.5% 51,796
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,068 10,017 9,740
R3 9,913 9,862 9,698
R2 9,758 9,758 9,684
R1 9,707 9,707 9,669 9,733
PP 9,603 9,603 9,603 9,616
S1 9,552 9,552 9,641 9,578
S2 9,448 9,448 9,627
S3 9,293 9,397 9,613
S4 9,138 9,242 9,570
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 9,655 9,195 460 4.8% 196 2.0% 100% True False 9,530
10 9,830 9,180 650 6.7% 225 2.3% 73% False False 9,754
20 9,830 9,050 780 8.1% 234 2.4% 78% False False 10,147
40 10,305 9,050 1,255 13.0% 217 2.2% 48% False False 8,802
60 11,060 9,050 2,010 20.8% 173 1.8% 30% False False 5,870
80 11,465 9,050 2,415 25.0% 131 1.4% 25% False False 4,405
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,314
2.618 10,061
1.618 9,906
1.000 9,810
0.618 9,751
HIGH 9,655
0.618 9,596
0.500 9,578
0.382 9,559
LOW 9,500
0.618 9,404
1.000 9,345
1.618 9,249
2.618 9,094
4.250 8,841
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 9,629 9,604
PP 9,603 9,553
S1 9,578 9,503

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

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