NIKKEI 225 Index Future (Globex) December 2010


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 9,400 9,580 180 1.9% 9,575
High 9,590 9,600 10 0.1% 9,740
Low 9,280 9,520 240 2.6% 9,280
Close 9,545 9,555 10 0.1% 9,545
Range 310 80 -230 -74.2% 460
ATR 170 164 -6 -3.8% 0
Volume 10,168 5,990 -4,178 -41.1% 43,661
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 9,798 9,757 9,599
R3 9,718 9,677 9,577
R2 9,638 9,638 9,570
R1 9,597 9,597 9,562 9,578
PP 9,558 9,558 9,558 9,549
S1 9,517 9,517 9,548 9,498
S2 9,478 9,478 9,540
S3 9,398 9,437 9,533
S4 9,318 9,357 9,511
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 9,720 9,280 440 4.6% 180 1.9% 63% False False 8,829
10 9,740 9,190 550 5.8% 203 2.1% 66% False False 9,707
20 9,740 8,775 965 10.1% 183 1.9% 81% False False 6,875
40 9,740 8,775 965 10.1% 119 1.2% 81% False False 3,441
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 50
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 9,940
2.618 9,810
1.618 9,730
1.000 9,680
0.618 9,650
HIGH 9,600
0.618 9,570
0.500 9,560
0.382 9,551
LOW 9,520
0.618 9,471
1.000 9,440
1.618 9,391
2.618 9,311
4.250 9,180
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 9,560 9,517
PP 9,558 9,478
S1 9,557 9,440

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

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