NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 9,500 9,130 -370 -3.9% 9,550
High 9,500 9,265 -235 -2.5% 9,755
Low 9,100 9,070 -30 -0.3% 9,465
Close 9,135 9,180 45 0.5% 9,600
Range 400 195 -205 -51.3% 290
ATR 212 211 -1 -0.6% 0
Volume 13,303 11,387 -1,916 -14.4% 47,620
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 9,757 9,663 9,287
R3 9,562 9,468 9,234
R2 9,367 9,367 9,216
R1 9,273 9,273 9,198 9,320
PP 9,172 9,172 9,172 9,195
S1 9,078 9,078 9,162 9,125
S2 8,977 8,977 9,144
S3 8,782 8,883 9,127
S4 8,587 8,688 9,073
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 9,690 9,070 620 6.8% 235 2.6% 18% False True 10,080
10 9,755 9,070 685 7.5% 209 2.3% 16% False True 9,405
20 9,775 9,070 705 7.7% 213 2.3% 16% False True 9,578
40 10,305 9,050 1,255 13.7% 214 2.3% 10% False False 9,727
60 10,305 9,050 1,255 13.7% 200 2.2% 10% False False 7,727
80 11,200 9,050 2,150 23.4% 160 1.7% 6% False False 5,797
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 31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,094
2.618 9,776
1.618 9,581
1.000 9,460
0.618 9,386
HIGH 9,265
0.618 9,191
0.500 9,168
0.382 9,145
LOW 9,070
0.618 8,950
1.000 8,875
1.618 8,755
2.618 8,560
4.250 8,241
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 9,176 9,375
PP 9,172 9,310
S1 9,168 9,245

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

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