NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 9,130 9,180 50 0.5% 9,580
High 9,265 9,295 30 0.3% 9,680
Low 9,070 9,165 95 1.0% 9,070
Close 9,180 9,205 25 0.3% 9,205
Range 195 130 -65 -33.3% 610
ATR 211 205 -6 -2.7% 0
Volume 11,387 9,039 -2,348 -20.6% 48,684
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 9,612 9,538 9,277
R3 9,482 9,408 9,241
R2 9,352 9,352 9,229
R1 9,278 9,278 9,217 9,315
PP 9,222 9,222 9,222 9,240
S1 9,148 9,148 9,193 9,185
S2 9,092 9,092 9,181
S3 8,962 9,018 9,169
S4 8,832 8,888 9,134
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 11,148 10,787 9,541
R3 10,538 10,177 9,373
R2 9,928 9,928 9,317
R1 9,567 9,567 9,261 9,443
PP 9,318 9,318 9,318 9,256
S1 8,957 8,957 9,149 8,833
S2 8,708 8,708 9,093
S3 8,098 8,347 9,037
S4 7,488 7,737 8,870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,680 9,070 610 6.6% 216 2.3% 22% False False 9,736
10 9,755 9,070 685 7.4% 198 2.2% 20% False False 9,630
20 9,775 9,070 705 7.7% 194 2.1% 19% False False 9,489
40 10,305 9,050 1,255 13.6% 213 2.3% 12% False False 9,773
60 10,305 9,050 1,255 13.6% 202 2.2% 12% False False 7,878
80 11,200 9,050 2,150 23.4% 161 1.8% 7% False False 5,909
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 32
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 9,848
2.618 9,635
1.618 9,505
1.000 9,425
0.618 9,375
HIGH 9,295
0.618 9,245
0.500 9,230
0.382 9,215
LOW 9,165
0.618 9,085
1.000 9,035
1.618 8,955
2.618 8,825
4.250 8,613
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 9,230 9,285
PP 9,222 9,258
S1 9,213 9,232

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

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