NIKKEI 225 Index Future (Globex) September 2010


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 9,120 9,110 -10 -0.1% 9,095
High 9,125 9,270 145 1.6% 9,285
Low 8,970 9,060 90 1.0% 8,765
Close 9,110 9,185 75 0.8% 9,185
Range 155 210 55 35.5% 520
ATR 213 213 0 -0.1% 0
Volume 8,923 11,666 2,743 30.7% 52,629
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 9,802 9,703 9,301
R3 9,592 9,493 9,243
R2 9,382 9,382 9,224
R1 9,283 9,283 9,204 9,333
PP 9,172 9,172 9,172 9,196
S1 9,073 9,073 9,166 9,123
S2 8,962 8,962 9,147
S3 8,752 8,863 9,127
S4 8,542 8,653 9,070
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,638 10,432 9,471
R3 10,118 9,912 9,328
R2 9,598 9,598 9,280
R1 9,392 9,392 9,233 9,495
PP 9,078 9,078 9,078 9,130
S1 8,872 8,872 9,137 8,975
S2 8,558 8,558 9,090
S3 8,038 8,352 9,042
S4 7,518 7,832 8,899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,285 8,765 520 5.7% 244 2.7% 81% False False 10,525
10 9,285 8,740 545 5.9% 224 2.4% 82% False False 10,256
20 9,680 8,740 940 10.2% 211 2.3% 47% False False 9,499
40 9,830 8,740 1,090 11.9% 205 2.2% 41% False False 9,313
60 10,305 8,740 1,565 17.0% 209 2.3% 28% False False 9,641
80 10,610 8,740 1,870 20.4% 191 2.1% 24% False False 7,675
100 11,365 8,740 2,625 28.6% 160 1.7% 17% False False 6,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,163
2.618 9,820
1.618 9,610
1.000 9,480
0.618 9,400
HIGH 9,270
0.618 9,190
0.500 9,165
0.382 9,140
LOW 9,060
0.618 8,930
1.000 8,850
1.618 8,720
2.618 8,510
4.250 8,168
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 9,178 9,137
PP 9,172 9,088
S1 9,165 9,040

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

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