NIKKEI 225 Index Future (Globex) December 2010

Trading Metrics calculated at close of trading on 30-Aug-2010

Day Change Summary
	Previous	Current
	27-Aug-2010	30-Aug-2010	Change	Change %	Previous Week
Open	8,940	9,250	310	3.5%	9,125
High	9,095	9,300	205	2.3%	9,125
Low	8,940	9,085	145	1.6%	8,790
Close	9,085	8,990	-95	-1.0%	9,085
Range	155	215	60	38.7%	335
ATR	80	90	10	12.0%	0
Volume	28	20	-8	-28.6%	93

Daily Pivots for day following 30-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	9,770	9,595	9,108
R3	9,555	9,380	9,049
R2	9,340	9,340	9,030
R1	9,165	9,165	9,010	9,145
PP	9,125	9,125	9,125	9,115
S1	8,950	8,950	8,970	8,930
S2	8,910	8,910	8,951
S3	8,695	8,735	8,931
S4	8,480	8,520	8,872

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	10,005	9,880	9,269
R3	9,670	9,545	9,177
R2	9,335	9,335	9,147
R1	9,210	9,210	9,116	9,105
PP	9,000	9,000	9,000	8,948
S1	8,875	8,875	9,054	8,770
S2	8,665	8,665	9,024
S3	8,330	8,540	8,993
S4	7,995	8,205	8,901

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,300	8,790	510	5.7%	133	1.5%	39%	True	False	18
10	9,340	8,790	550	6.1%	83	0.9%	36%	False	False	13
20	9,740	8,790	950	10.6%	54	0.6%	21%	False	False	8

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	8
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	10,214
2.618	9,863
1.618	9,648
1.000	9,515
0.618	9,433
HIGH	9,300
0.618	9,218
0.500	9,193
0.382	9,167
LOW	9,085
0.618	8,952
1.000	8,870
1.618	8,737
2.618	8,522
4.250	8,171

Fisher Pivots for day following 30-Aug-2010
Pivot	1 day	3 day
R1	9,193	9,083
PP	9,125	9,052
S1	9,058	9,021

Download as Excel Spreadsheet

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

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