NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 9,125 9,005 -120 -1.3% 9,180
High 9,170 9,065 -105 -1.1% 9,385
Low 9,035 8,795 -240 -2.7% 9,085
Close 9,045 8,860 -185 -2.0% 9,160
Range 135 270 135 100.0% 300
ATR 194 199 5 2.8% 0
Volume 5,747 13,296 7,549 131.4% 38,743
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 9,717 9,558 9,009
R3 9,447 9,288 8,934
R2 9,177 9,177 8,910
R1 9,018 9,018 8,885 8,963
PP 8,907 8,907 8,907 8,879
S1 8,748 8,748 8,835 8,693
S2 8,637 8,637 8,811
S3 8,367 8,478 8,786
S4 8,097 8,208 8,712
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 8,795 590 6.7% 190 2.1% 11% False True 9,141
10 9,500 8,795 705 8.0% 204 2.3% 9% False True 9,151
20 9,775 8,795 980 11.1% 193 2.2% 7% False True 8,913
40 9,830 8,795 1,035 11.7% 213 2.4% 6% False True 9,530
60 10,305 8,795 1,510 17.0% 209 2.4% 4% False True 8,839
80 11,060 8,795 2,265 25.6% 178 2.0% 3% False True 6,631
100 11,465 8,795 2,670 30.1% 143 1.6% 2% False True 5,307
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 49
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 10,213
2.618 9,772
1.618 9,502
1.000 9,335
0.618 9,232
HIGH 9,065
0.618 8,962
0.500 8,930
0.382 8,898
LOW 8,795
0.618 8,628
1.000 8,525
1.618 8,358
2.618 8,088
4.250 7,648
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 8,930 9,038
PP 8,907 8,978
S1 8,883 8,919

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

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