NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 9,630 9,670 40 0.4% 9,520
High 9,665 9,700 35 0.4% 9,775
Low 9,485 9,555 70 0.7% 9,425
Close 9,650 9,610 -40 -0.4% 9,550
Range 180 145 -35 -19.4% 350
ATR 202 198 -4 -2.0% 0
Volume 11,027 6,500 -4,527 -41.1% 41,694
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,057 9,978 9,690
R3 9,912 9,833 9,650
R2 9,767 9,767 9,637
R1 9,688 9,688 9,623 9,655
PP 9,622 9,622 9,622 9,605
S1 9,543 9,543 9,597 9,510
S2 9,477 9,477 9,584
S3 9,332 9,398 9,570
S4 9,187 9,253 9,530
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 9,755 9,425 330 3.4% 183 1.9% 56% False False 8,730
10 9,775 9,350 425 4.4% 173 1.8% 61% False False 8,910
20 9,830 9,180 650 6.8% 194 2.0% 66% False False 9,011
40 10,305 9,050 1,255 13.1% 209 2.2% 45% False False 9,846
60 10,610 9,050 1,560 16.2% 180 1.9% 36% False False 6,887
80 11,365 9,050 2,315 24.1% 146 1.5% 24% False False 5,168
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 True
Bear Hook False
Bull Hook True
Stretch 29
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,316
2.618 10,080
1.618 9,935
1.000 9,845
0.618 9,790
HIGH 9,700
0.618 9,645
0.500 9,628
0.382 9,611
LOW 9,555
0.618 9,466
1.000 9,410
1.618 9,321
2.618 9,176
4.250 8,939
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 9,628 9,620
PP 9,622 9,617
S1 9,616 9,613

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

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