NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 9,305 9,285 -20 -0.2% 9,175
High 9,335 9,665 330 3.5% 9,310
Low 9,210 9,190 -20 -0.2% 8,990
Close 9,285 9,650 365 3.9% 9,290
Range 125 475 350 280.0% 320
ATR 128 153 25 19.3% 0
Volume 9,792 18,816 9,024 92.2% 29,105
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,927 10,763 9,911
R3 10,452 10,288 9,781
R2 9,977 9,977 9,737
R1 9,813 9,813 9,694 9,895
PP 9,502 9,502 9,502 9,543
S1 9,338 9,338 9,607 9,420
S2 9,027 9,027 9,563
S3 8,552 8,863 9,520
S4 8,077 8,388 9,389
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 9,665 9,060 605 6.3% 202 2.1% 98% True False 10,202
10 9,665 8,960 705 7.3% 180 1.9% 98% True False 6,823
20 9,665 8,775 890 9.2% 150 1.6% 98% True False 3,458
40 9,790 8,775 1,015 10.5% 83 0.9% 86% False False 1,733
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 38
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 11,684
2.618 10,909
1.618 10,434
1.000 10,140
0.618 9,959
HIGH 9,665
0.618 9,484
0.500 9,428
0.382 9,372
LOW 9,190
0.618 8,897
1.000 8,715
1.618 8,422
2.618 7,947
4.250 7,171
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 9,576 9,576
PP 9,502 9,502
S1 9,428 9,428

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

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