NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 9,555 9,640 85 0.9% 9,260
High 9,655 9,775 120 1.2% 9,565
Low 9,500 9,635 135 1.4% 9,180
Close 9,655 9,695 40 0.4% 9,520
Range 155 140 -15 -9.7% 385
ATR 214 209 -5 -2.5% 0
Volume 7,812 8,769 957 12.3% 51,796
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,122 10,048 9,772
R3 9,982 9,908 9,734
R2 9,842 9,842 9,721
R1 9,768 9,768 9,708 9,805
PP 9,702 9,702 9,702 9,720
S1 9,628 9,628 9,682 9,665
S2 9,562 9,562 9,669
S3 9,422 9,488 9,657
S4 9,282 9,348 9,618
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 9,775 9,195 580 6.0% 177 1.8% 86% True False 9,340
10 9,790 9,180 610 6.3% 223 2.3% 84% False False 9,650
20 9,830 9,050 780 8.0% 218 2.2% 83% False False 10,095
40 10,305 9,050 1,255 12.9% 217 2.2% 51% False False 9,021
60 10,800 9,050 1,750 18.1% 175 1.8% 37% False False 6,016
80 11,465 9,050 2,415 24.9% 132 1.4% 27% False False 4,515
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 29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,370
2.618 10,142
1.618 10,002
1.000 9,915
0.618 9,862
HIGH 9,775
0.618 9,722
0.500 9,705
0.382 9,689
LOW 9,635
0.618 9,549
1.000 9,495
1.618 9,409
2.618 9,269
4.250 9,040
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 9,705 9,667
PP 9,702 9,638
S1 9,698 9,610

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

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