NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 8,830 8,965 135 1.5% 9,125
High 9,115 9,115 0 0.0% 9,125
Low 8,830 8,960 130 1.5% 8,790
Close 9,120 9,115 -5 -0.1% 9,085
Range 285 155 -130 -45.6% 335
ATR 112 115 3 3.1% 0
Volume 708 2,237 1,529 216.0% 93
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 9,528 9,477 9,200
R3 9,373 9,322 9,158
R2 9,218 9,218 9,144
R1 9,167 9,167 9,129 9,193
PP 9,063 9,063 9,063 9,076
S1 9,012 9,012 9,101 9,038
S2 8,908 8,908 9,087
S3 8,753 8,857 9,073
S4 8,598 8,702 9,030
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 8,775 525 5.8% 193 2.1% 65% False False 617
10 9,300 8,775 525 5.8% 130 1.4% 65% False False 316
20 9,625 8,775 850 9.3% 80 0.9% 40% False False 159
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 7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,774
2.618 9,521
1.618 9,366
1.000 9,270
0.618 9,211
HIGH 9,115
0.618 9,056
0.500 9,038
0.382 9,019
LOW 8,960
0.618 8,864
1.000 8,805
1.618 8,709
2.618 8,554
4.250 8,301
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 9,089 9,058
PP 9,063 9,002
S1 9,038 8,945

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

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