NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 9,095 9,000 -95 -1.0% 9,125
High 9,285 9,005 -280 -3.0% 9,170
Low 8,980 8,765 -215 -2.4% 8,740
Close 8,985 8,835 -150 -1.7% 9,080
Range 305 240 -65 -21.3% 430
ATR 208 210 2 1.1% 0
Volume 8,225 12,070 3,845 46.7% 49,940
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 9,588 9,452 8,967
R3 9,348 9,212 8,901
R2 9,108 9,108 8,879
R1 8,972 8,972 8,857 8,920
PP 8,868 8,868 8,868 8,843
S1 8,732 8,732 8,813 8,680
S2 8,628 8,628 8,791
S3 8,388 8,492 8,769
S4 8,148 8,252 8,703
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 9,285 8,740 545 6.2% 231 2.6% 17% False False 10,238
10 9,385 8,740 645 7.3% 211 2.4% 15% False False 9,690
20 9,700 8,740 960 10.9% 205 2.3% 10% False False 9,297
40 9,830 8,740 1,090 12.3% 203 2.3% 9% False False 9,311
60 10,305 8,740 1,565 17.7% 209 2.4% 6% False False 9,672
80 10,680 8,740 1,940 22.0% 182 2.1% 5% False False 7,271
100 11,365 8,740 2,625 29.7% 155 1.7% 4% False False 5,818
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 52
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,025
2.618 9,633
1.618 9,393
1.000 9,245
0.618 9,153
HIGH 9,005
0.618 8,913
0.500 8,885
0.382 8,857
LOW 8,765
0.618 8,617
1.000 8,525
1.618 8,377
2.618 8,137
4.250 7,745
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 8,885 9,025
PP 8,868 8,962
S1 8,852 8,898

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

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