NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 9,715 9,930 215 2.2% 9,710
High 9,865 10,165 300 3.0% 9,910
Low 9,695 9,815 120 1.2% 9,660
Close 9,835 10,120 285 2.9% 9,740
Range 170 350 180 105.9% 250
ATR 166 179 13 7.9% 0
Volume 10,925 17,697 6,772 62.0% 57,478
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,083 10,952 10,313
R3 10,733 10,602 10,216
R2 10,383 10,383 10,184
R1 10,252 10,252 10,152 10,318
PP 10,033 10,033 10,033 10,066
S1 9,902 9,902 10,088 9,968
S2 9,683 9,683 10,056
S3 9,333 9,552 10,024
S4 8,983 9,202 9,928
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 10,520 10,380 9,878
R3 10,270 10,130 9,809
R2 10,020 10,020 9,786
R1 9,880 9,880 9,763 9,950
PP 9,770 9,770 9,770 9,805
S1 9,630 9,630 9,717 9,700
S2 9,520 9,520 9,694
S3 9,270 9,380 9,671
S4 9,020 9,130 9,603
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,165 9,660 505 5.0% 227 2.2% 91% True False 12,368
10 10,165 9,510 655 6.5% 182 1.8% 93% True False 12,549
20 10,165 9,075 1,090 10.8% 165 1.6% 96% True False 10,188
40 10,165 9,075 1,090 10.8% 172 1.7% 96% True False 9,888
60 10,165 8,775 1,390 13.7% 175 1.7% 97% True False 8,615
80 10,165 8,775 1,390 13.7% 140 1.4% 97% True False 6,463
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 11,653
2.618 11,081
1.618 10,731
1.000 10,515
0.618 10,381
HIGH 10,165
0.618 10,031
0.500 9,990
0.382 9,949
LOW 9,815
0.618 9,599
1.000 9,465
1.618 9,249
2.618 8,899
4.250 8,328
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 10,077 10,053
PP 10,033 9,987
S1 9,990 9,920

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

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