NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 9,220 9,190 -30 -0.3% 9,180
High 9,385 9,280 -105 -1.1% 9,385
Low 9,165 9,085 -80 -0.9% 9,085
Close 9,225 9,160 -65 -0.7% 9,160
Range 220 195 -25 -11.4% 300
ATR 199 198 0 -0.1% 0
Volume 13,357 6,746 -6,611 -49.5% 38,743
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 9,760 9,655 9,267
R3 9,565 9,460 9,214
R2 9,370 9,370 9,196
R1 9,265 9,265 9,178 9,220
PP 9,175 9,175 9,175 9,153
S1 9,070 9,070 9,142 9,025
S2 8,980 8,980 9,124
S3 8,785 8,875 9,107
S4 8,590 8,680 9,053
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,110 9,935 9,325
R3 9,810 9,635 9,243
R2 9,510 9,510 9,215
R1 9,335 9,335 9,188 9,273
PP 9,210 9,210 9,210 9,179
S1 9,035 9,035 9,133 8,973
S2 8,910 8,910 9,105
S3 8,610 8,735 9,078
S4 8,310 8,435 8,995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,385 9,085 300 3.3% 182 2.0% 25% False True 7,748
10 9,680 9,070 610 6.7% 199 2.2% 15% False False 8,742
20 9,775 9,070 705 7.7% 187 2.0% 13% False False 8,837
40 9,835 9,050 785 8.6% 210 2.3% 14% False False 9,573
60 10,305 9,050 1,255 13.7% 209 2.3% 9% False False 8,523
80 11,150 9,050 2,100 22.9% 173 1.9% 5% False False 6,393
100 11,465 9,050 2,415 26.4% 139 1.5% 5% False False 5,116
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 46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,109
2.618 9,791
1.618 9,596
1.000 9,475
0.618 9,401
HIGH 9,280
0.618 9,206
0.500 9,183
0.382 9,160
LOW 9,085
0.618 8,965
1.000 8,890
1.618 8,770
2.618 8,575
4.250 8,256
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 9,183 9,235
PP 9,175 9,210
S1 9,168 9,185

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

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