NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 11-Aug-2010
Day Change Summary
Previous Current
10-Aug-2010 11-Aug-2010 Change Change % Previous Week
Open 9,665 9,500 -165 -1.7% 9,550
High 9,680 9,500 -180 -1.9% 9,755
Low 9,460 9,100 -360 -3.8% 9,465
Close 9,495 9,135 -360 -3.8% 9,600
Range 220 400 180 81.8% 290
ATR 197 212 14 7.3% 0
Volume 8,734 13,303 4,569 52.3% 47,620
Daily Pivots for day following 11-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,445 10,190 9,355
R3 10,045 9,790 9,245
R2 9,645 9,645 9,208
R1 9,390 9,390 9,172 9,318
PP 9,245 9,245 9,245 9,209
S1 8,990 8,990 9,098 8,918
S2 8,845 8,845 9,062
S3 8,445 8,590 9,025
S4 8,045 8,190 8,915
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 9,700 9,100 600 6.6% 225 2.5% 6% False True 9,102
10 9,755 9,100 655 7.2% 208 2.3% 5% False True 9,128
20 9,790 9,100 690 7.6% 215 2.4% 5% False True 9,389
40 10,305 9,050 1,255 13.7% 213 2.3% 7% False False 9,649
60 10,350 9,050 1,300 14.2% 197 2.2% 7% False False 7,537
80 11,200 9,050 2,150 23.5% 157 1.7% 4% False False 5,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 11,200
2.618 10,547
1.618 10,147
1.000 9,900
0.618 9,747
HIGH 9,500
0.618 9,347
0.500 9,300
0.382 9,253
LOW 9,100
0.618 8,853
1.000 8,700
1.618 8,453
2.618 8,053
4.250 7,400
Fisher Pivots for day following 11-Aug-2010
Pivot 1 day 3 day
R1 9,300 9,390
PP 9,245 9,305
S1 9,190 9,220

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

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