NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 8,915 8,805 -110 -1.2% 9,125
High 8,930 9,095 165 1.8% 9,170
Low 8,820 8,805 -15 -0.2% 8,740
Close 8,840 9,080 240 2.7% 9,080
Range 110 290 180 163.6% 430
ATR 194 200 7 3.6% 0
Volume 7,480 13,087 5,607 75.0% 49,940
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 9,863 9,762 9,240
R3 9,573 9,472 9,160
R2 9,283 9,283 9,133
R1 9,182 9,182 9,107 9,233
PP 8,993 8,993 8,993 9,019
S1 8,892 8,892 9,054 8,943
S2 8,703 8,703 9,027
S3 8,413 8,602 9,000
S4 8,123 8,312 8,921
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 10,287 10,113 9,317
R3 9,857 9,683 9,198
R2 9,427 9,427 9,159
R1 9,253 9,253 9,120 9,125
PP 8,997 8,997 8,997 8,933
S1 8,823 8,823 9,041 8,695
S2 8,567 8,567 9,001
S3 8,137 8,393 8,962
S4 7,707 7,963 8,844
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,170 8,740 430 4.7% 203 2.2% 79% False False 9,988
10 9,385 8,740 645 7.1% 193 2.1% 53% False False 8,868
20 9,755 8,740 1,015 11.2% 195 2.2% 33% False False 9,249
40 9,830 8,740 1,090 12.0% 205 2.3% 31% False False 9,421
60 10,305 8,740 1,565 17.2% 211 2.3% 22% False False 9,342
80 10,680 8,740 1,940 21.4% 185 2.0% 18% False False 7,017
100 11,365 8,740 2,625 28.9% 149 1.6% 13% False False 5,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 50
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 10,328
2.618 9,854
1.618 9,564
1.000 9,385
0.618 9,274
HIGH 9,095
0.618 8,984
0.500 8,950
0.382 8,916
LOW 8,805
0.618 8,626
1.000 8,515
1.618 8,336
2.618 8,046
4.250 7,573
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 9,037 9,026
PP 8,993 8,972
S1 8,950 8,918

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

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