NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 8,875 8,915 40 0.5% 9,180
High 8,950 8,930 -20 -0.2% 9,385
Low 8,740 8,820 80 0.9% 9,085
Close 8,910 8,840 -70 -0.8% 9,160
Range 210 110 -100 -47.6% 300
ATR 200 194 -6 -3.2% 0
Volume 10,330 7,480 -2,850 -27.6% 38,743
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 9,193 9,127 8,901
R3 9,083 9,017 8,870
R2 8,973 8,973 8,860
R1 8,907 8,907 8,850 8,885
PP 8,863 8,863 8,863 8,853
S1 8,797 8,797 8,830 8,775
S2 8,753 8,753 8,820
S3 8,643 8,687 8,810
S4 8,533 8,577 8,780
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 9,280 8,740 540 6.1% 184 2.1% 19% False False 8,719
10 9,385 8,740 645 7.3% 177 2.0% 16% False False 8,463
20 9,755 8,740 1,015 11.5% 193 2.2% 10% False False 8,934
40 9,830 8,740 1,090 12.3% 205 2.3% 9% False False 9,363
60 10,305 8,740 1,565 17.7% 209 2.4% 6% False False 9,132
80 10,800 8,740 2,060 23.3% 182 2.1% 5% False False 6,853
100 11,410 8,740 2,670 30.2% 146 1.7% 4% False False 5,485
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 52
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 9,398
2.618 9,218
1.618 9,108
1.000 9,040
0.618 8,998
HIGH 8,930
0.618 8,888
0.500 8,875
0.382 8,862
LOW 8,820
0.618 8,752
1.000 8,710
1.618 8,642
2.618 8,532
4.250 8,353
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 8,875 8,903
PP 8,863 8,882
S1 8,852 8,861

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

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