NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 9,480 9,400 -80 -0.8% 9,575
High 9,520 9,590 70 0.7% 9,740
Low 9,365 9,280 -85 -0.9% 9,280
Close 9,410 9,545 135 1.4% 9,545
Range 155 310 155 100.0% 460
ATR 160 170 11 6.7% 0
Volume 7,439 10,168 2,729 36.7% 43,661
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,402 10,283 9,716
R3 10,092 9,973 9,630
R2 9,782 9,782 9,602
R1 9,663 9,663 9,574 9,723
PP 9,472 9,472 9,472 9,501
S1 9,353 9,353 9,517 9,413
S2 9,162 9,162 9,488
S3 8,852 9,043 9,460
S4 8,542 8,733 9,375
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 10,902 10,683 9,798
R3 10,442 10,223 9,672
R2 9,982 9,982 9,629
R1 9,763 9,763 9,587 9,643
PP 9,522 9,522 9,522 9,461
S1 9,303 9,303 9,503 9,183
S2 9,062 9,062 9,461
S3 8,602 8,843 9,419
S4 8,142 8,383 9,292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,740 9,280 460 4.8% 205 2.1% 58% False True 8,732
10 9,740 9,190 550 5.8% 207 2.2% 65% False False 9,767
20 9,740 8,775 965 10.1% 190 2.0% 80% False False 6,576
40 9,740 8,775 965 10.1% 117 1.2% 80% False False 3,292
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 51
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,908
2.618 10,402
1.618 10,092
1.000 9,900
0.618 9,782
HIGH 9,590
0.618 9,472
0.500 9,435
0.382 9,399
LOW 9,280
0.618 9,089
1.000 8,970
1.618 8,779
2.618 8,469
4.250 7,963
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 9,508 9,513
PP 9,472 9,480
S1 9,435 9,448

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

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