NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 9,140 9,310 170 1.9% 9,175
High 9,310 9,400 90 1.0% 9,310
Low 9,135 9,275 140 1.5% 8,990
Close 9,290 9,335 45 0.5% 9,290
Range 175 125 -50 -28.6% 320
ATR 129 128 0 -0.2% 0
Volume 7,021 6,587 -434 -6.2% 29,105
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 9,712 9,648 9,404
R3 9,587 9,523 9,370
R2 9,462 9,462 9,358
R1 9,398 9,398 9,347 9,430
PP 9,337 9,337 9,337 9,353
S1 9,273 9,273 9,324 9,305
S2 9,212 9,212 9,312
S3 9,087 9,148 9,301
S4 8,962 9,023 9,266
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,157 10,043 9,466
R3 9,837 9,723 9,378
R2 9,517 9,517 9,349
R1 9,403 9,403 9,319 9,460
PP 9,197 9,197 9,197 9,225
S1 9,083 9,083 9,261 9,140
S2 8,877 8,877 9,231
S3 8,557 8,763 9,202
S4 8,237 8,443 9,114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,400 8,990 410 4.4% 151 1.6% 84% True False 6,787
10 9,400 8,775 625 6.7% 164 1.8% 90% True False 4,043
20 9,400 8,775 625 6.7% 123 1.3% 90% True False 2,028
40 9,790 8,775 1,015 10.9% 68 0.7% 55% False False 1,018
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 25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 9,931
2.618 9,727
1.618 9,602
1.000 9,525
0.618 9,477
HIGH 9,400
0.618 9,352
0.500 9,338
0.382 9,323
LOW 9,275
0.618 9,198
1.000 9,150
1.618 9,073
2.618 8,948
4.250 8,744
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 9,338 9,300
PP 9,337 9,265
S1 9,336 9,230

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

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