NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 25-Aug-2010
Day Change Summary
Previous Current
24-Aug-2010 25-Aug-2010 Change Change % Previous Week
Open 9,005 8,875 -130 -1.4% 9,180
High 9,065 8,950 -115 -1.3% 9,385
Low 8,795 8,740 -55 -0.6% 9,085
Close 8,860 8,910 50 0.6% 9,160
Range 270 210 -60 -22.2% 300
ATR 199 200 1 0.4% 0
Volume 13,296 10,330 -2,966 -22.3% 38,743
Daily Pivots for day following 25-Aug-2010
Classic Woodie Camarilla DeMark
R4 9,497 9,413 9,026
R3 9,287 9,203 8,968
R2 9,077 9,077 8,949
R1 8,993 8,993 8,929 9,035
PP 8,867 8,867 8,867 8,888
S1 8,783 8,783 8,891 8,825
S2 8,657 8,657 8,872
S3 8,447 8,573 8,852
S4 8,237 8,363 8,795
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 8,740 645 7.2% 206 2.3% 26% False True 9,895
10 9,385 8,740 645 7.2% 185 2.1% 26% False True 8,854
20 9,755 8,740 1,015 11.4% 196 2.2% 17% False True 8,991
40 9,830 8,740 1,090 12.2% 207 2.3% 16% False True 9,543
60 10,305 8,740 1,565 17.6% 210 2.4% 11% False True 9,011
80 10,800 8,740 2,060 23.1% 180 2.0% 8% False True 6,760
100 11,465 8,740 2,725 30.6% 145 1.6% 6% False True 5,410
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 56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,843
2.618 9,500
1.618 9,290
1.000 9,160
0.618 9,080
HIGH 8,950
0.618 8,870
0.500 8,845
0.382 8,820
LOW 8,740
0.618 8,610
1.000 8,530
1.618 8,400
2.618 8,190
4.250 7,848
Fisher Pivots for day following 25-Aug-2010
Pivot 1 day 3 day
R1 8,888 8,955
PP 8,867 8,940
S1 8,845 8,925

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

View Archives - Comment on this page... - Back to Index of Symbols