NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 9,655 9,550 -105 -1.1% 9,520
High 9,665 9,750 85 0.9% 9,775
Low 9,425 9,550 125 1.3% 9,425
Close 9,550 9,740 190 2.0% 9,550
Range 240 200 -40 -16.7% 350
ATR 209 208 -1 -0.3% 0
Volume 6,786 10,170 3,384 49.9% 41,694
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,280 10,210 9,850
R3 10,080 10,010 9,795
R2 9,880 9,880 9,777
R1 9,810 9,810 9,758 9,845
PP 9,680 9,680 9,680 9,698
S1 9,610 9,610 9,722 9,645
S2 9,480 9,480 9,703
S3 9,280 9,410 9,685
S4 9,080 9,210 9,630
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 10,633 10,442 9,743
R3 10,283 10,092 9,646
R2 9,933 9,933 9,614
R1 9,742 9,742 9,582 9,838
PP 9,583 9,583 9,583 9,631
S1 9,392 9,392 9,518 9,488
S2 9,233 9,233 9,486
S3 8,883 9,042 9,454
S4 8,533 8,692 9,358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,775 9,425 350 3.6% 183 1.9% 90% False False 8,432
10 9,775 9,180 595 6.1% 199 2.0% 94% False False 8,956
20 9,830 9,100 730 7.5% 215 2.2% 88% False False 9,278
40 10,305 9,050 1,255 12.9% 213 2.2% 55% False False 9,639
60 10,680 9,050 1,630 16.7% 179 1.8% 42% False False 6,443
80 11,365 9,050 2,315 23.8% 140 1.4% 30% False False 4,834
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 33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,600
2.618 10,274
1.618 10,074
1.000 9,950
0.618 9,874
HIGH 9,750
0.618 9,674
0.500 9,650
0.382 9,627
LOW 9,550
0.618 9,427
1.000 9,350
1.618 9,227
2.618 9,027
4.250 8,700
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 9,710 9,690
PP 9,680 9,640
S1 9,650 9,590

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

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