NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 06-Aug-2010
Day Change Summary
Previous Current
05-Aug-2010 06-Aug-2010 Change Change % Previous Week
Open 9,670 9,595 -75 -0.8% 9,550
High 9,700 9,690 -10 -0.1% 9,755
Low 9,555 9,465 -90 -0.9% 9,465
Close 9,610 9,600 -10 -0.1% 9,600
Range 145 225 80 55.2% 290
ATR 198 200 2 1.0% 0
Volume 6,500 10,756 4,256 65.5% 47,620
Daily Pivots for day following 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,260 10,155 9,724
R3 10,035 9,930 9,662
R2 9,810 9,810 9,641
R1 9,705 9,705 9,621 9,758
PP 9,585 9,585 9,585 9,611
S1 9,480 9,480 9,580 9,533
S2 9,360 9,360 9,559
S3 9,135 9,255 9,538
S4 8,910 9,030 9,476
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,477 10,328 9,760
R3 10,187 10,038 9,680
R2 9,897 9,897 9,653
R1 9,748 9,748 9,627 9,823
PP 9,607 9,607 9,607 9,644
S1 9,458 9,458 9,574 9,533
S2 9,317 9,317 9,547
S3 9,027 9,168 9,520
S4 8,737 8,878 9,441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,755 9,465 290 3.0% 180 1.9% 47% False True 9,524
10 9,775 9,425 350 3.6% 174 1.8% 50% False False 8,931
20 9,830 9,180 650 6.8% 199 2.1% 65% False False 9,126
40 10,305 9,050 1,255 13.1% 208 2.2% 44% False False 9,712
60 10,610 9,050 1,560 16.3% 184 1.9% 35% False False 7,066
80 11,365 9,050 2,315 24.1% 148 1.5% 24% False False 5,302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,646
2.618 10,279
1.618 10,054
1.000 9,915
0.618 9,829
HIGH 9,690
0.618 9,604
0.500 9,578
0.382 9,551
LOW 9,465
0.618 9,326
1.000 9,240
1.618 9,101
2.618 8,876
4.250 8,509
Fisher Pivots for day following 06-Aug-2010
Pivot 1 day 3 day
R1 9,593 9,594
PP 9,585 9,588
S1 9,578 9,583

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

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